diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/common.py | 8 |
1 files changed, 1 insertions, 7 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index b4c83197..1cecbd9f 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -33,13 +33,7 @@ CASH_STRATEGY_MAPPING = { "MACCDSCSH": ["HEDGE_MAC", "CASH_BASIS"], "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO", "M_CLO_BB20"], - "M_CSH_CASH": [ - "CRT_LD", - "CRT_LD_JNR", - "CRT_SD", - "MTG_FP", - "MTG_LMG", - ], + "M_CSH_CASH": ["CRT_LD", "CRT_LD_JNR", "CRT_SD", "MTG_FP", "MTG_LMG", "M_MTG_FP"], } STRATEGY_CASH_MAPPING = {e: k for k, v in CASH_STRATEGY_MAPPING.items() for e in v} |