diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index ae3e336e..81fe50a4 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -44,7 +44,8 @@ PORTFOLIO = ENUM('OPTIONS', 'IR', 'MORTGAGES', 'IG', 'HY', 'CURVE', 'TRANCHE', BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'CSO_TRANCH', 'M_CLO_BB20', 'M_CLO_AAA', 'M_CLO_BBB', 'M_MTG_IO', 'M_MTG_THRU', 'M_MTG_GOOD', 'M_MTG_B4PR', 'M_MTG_RW', 'M_MTG_FP', 'M_MTG_LMG', - 'M_MTG_SD', 'M_MTG_PR', 'M_MTG_CRT_SD', name='bond_strat') + 'M_MTG_SD', 'M_MTG_PR', 'M_MTG_CRT_SD', 'M_MTG_CRT_LD', + name='bond_strat') CDS_STRAT = ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS', 'SER_IGSNR', 'SER_IGMEZ', 'SER_IGEQY', 'SER_IGINX', 'SER_HYSNR', |