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Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 1c6e013c..08bef5e8 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -122,7 +122,8 @@ def sg_collateral(d): 'Collateral': 'Amount'}) df.Strategy = df.Strategy.map({'HEDGE_MBS': 'MBSCDSCSH', 'SER_ITRXCURVE': 'SER_ITRXCVCSH', - 'SER_IGCURVE': 'SER_IGCVECSH'}) + 'SER_IGCURVE': 'SER_IGCVECSH', + 'HYOPTDEL': 'HYCDSCSH'}) return df |