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 b0dd8c5d..68bf8631 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -112,7 +112,7 @@ CDS_STRAT = ENUM( ) SWAPTION_STRAT = ENUM( - "IGPAYER", "IGREC", "HYPAYER", "HYREC", "STEEP", name="swaption_strat" + "IGPAYER", "IGREC", "HYPAYER", "HYREC", "STEEP", "DV01", name="swaption_strat" ) FUTURE_STRAT = ENUM( |