diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 189c2cb2..39bac9cf 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -58,7 +58,7 @@ SWAPTION_STRAT = ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC', 'STEEP', name='swaption_strat') FUTURE_STRAT = ENUM('M_STR_MAV', 'M_MTG_IO', 'M_STR_MEZZ', 'M_MTG_RW', 'SER_ITRXCURVE', - 'M_CSH_CASH', name='future_strat') + 'M_CSH_CASH', 'DELTAONE', name='future_strat') CASH_STRAT = ENUM('M_CSH_CASH', 'MBSCDSCSH', 'SER_IGCVECSH', 'SER_ITRXCVCSH', 'CSOCDSCSH', 'IGCDSCSH', 'HYCDSCSH', 'CLOCDSCSH', 'IGTCDSCSH', 'MACCDSCSH', 'M_STR_MEZZ', |