diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/Dawn/models.py | 1 | ||||
| -rw-r--r-- | python/collateral/common.py | 3 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 23280c29..0118acd7 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -148,6 +148,7 @@ CASH_STRAT = ENUM( "MBSCDSCSH", "SER_IGCVECSH", "SER_ITRXCVCSH", + "CVECSH", "CSOCDSCSH", "IGCDSCSH", "HYCDSCSH", diff --git a/python/collateral/common.py b/python/collateral/common.py index 95315d5a..caaaa965 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -27,8 +27,7 @@ CASH_STRATEGY_MAPPING = { ], "MBSCDSCSH": ["HEDGE_MBS", "MBSCDS"], "MACCDSCSH": ["HEDGE_MAC"], - "SER_ITRXCVCSH": ["SER_ITRXCURVE"], - "SER_IGCVECSH": ["SER_IGCURVE"], + "CVECSH": ["SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE", "XCURVE"], "CLOCDSCSH": ["HEDGE_CLO"], } |