diff --git a/scripts/example-irs-trade.json b/scripts/example-irs-trade.json index 40d8aa2170..fc8d17eef3 100644 --- a/scripts/example-irs-trade.json +++ b/scripts/example-irs-trade.json @@ -99,6 +99,5 @@ "dailyInterestAmount": "(CashAmount * InterestRate ) / (fixedLeg.notional.currency.currencyCode.equals('GBP')) ? 365 : 360", "tradeID": "tradeXXX", "hashLegalDocs": "put hash here" - }, - "programRef": "1E6BBA305D445341F0026E51B6C7F3ACB834AFC6C2510C0EF7BC0477235EFECF" + } } \ No newline at end of file diff --git a/scripts/example.rates.txt b/scripts/example.rates.txt index 3129a18b21..cb49751d27 100644 --- a/scripts/example.rates.txt +++ b/scripts/example.rates.txt @@ -5,47 +5,223 @@ ICE LIBOR 2016-03-16 2M = 0.655 EURIBOR 2016-03-15 1M = 0.123 EURIBOR 2016-03-15 2M = 0.111 -ICE LIBOR 2016-03-08 3M = 0.0063515 -ICE LIBOR 2016-06-08 3M = 0.0063520 -ICE LIBOR 2016-09-08 3M = 0.0063521 -ICE LIBOR 2016-12-08 3M = 0.0063515 -ICE LIBOR 2017-03-08 3M = 0.0063525 -ICE LIBOR 2017-06-08 3M = 0.0063530 -ICE LIBOR 2017-09-07 3M = 0.0063531 -ICE LIBOR 2017-12-07 3M = 0.0063532 -ICE LIBOR 2018-03-08 3M = 0.0063533 -ICE LIBOR 2018-06-07 3M = 0.0063534 -ICE LIBOR 2018-09-06 3M = 0.0063535 -ICE LIBOR 2018-12-06 3M = 0.0063536 -ICE LIBOR 2019-03-07 3M = 0.0063537 -ICE LIBOR 2019-06-06 3M = 0.0063538 -ICE LIBOR 2019-09-06 3M = 0.0063539 -ICE LIBOR 2019-12-06 3M = 0.0063540 -ICE LIBOR 2020-03-06 3M = 0.0063541 -ICE LIBOR 2020-06-08 3M = 0.0063542 -ICE LIBOR 2020-09-08 3M = 0.0063543 -ICE LIBOR 2020-12-08 3M = 0.0063544 -ICE LIBOR 2021-03-08 3M = 0.0063545 -ICE LIBOR 2021-06-08 3M = 0.0063546 -ICE LIBOR 2021-09-08 3M = 0.0063547 -ICE LIBOR 2021-12-08 3M = 0.0063548 -ICE LIBOR 2022-03-08 3M = 0.0063549 -ICE LIBOR 2022-06-08 3M = 0.0063550 -ICE LIBOR 2022-09-08 3M = 0.0063551 -ICE LIBOR 2022-12-08 3M = 0.0063553 -ICE LIBOR 2023-03-08 3M = 0.0063554 -ICE LIBOR 2023-06-08 3M = 0.0063555 -ICE LIBOR 2023-09-07 3M = 0.0063556 -ICE LIBOR 2023-12-07 3M = 0.0063557 -ICE LIBOR 2024-03-07 3M = 0.0063558 -ICE LIBOR 2024-06-06 3M = 0.0063559 -ICE LIBOR 2024-09-06 3M = 0.0063560 -ICE LIBOR 2024-12-06 3M = 0.0063561 -ICE LIBOR 2025-03-06 3M = 0.0063562 -ICE LIBOR 2025-06-06 3M = 0.0063563 -ICE LIBOR 2025-09-08 3M = 0.0063564 -ICE LIBOR 2025-12-08 3M = 0.0063565 -ICE LIBOR 2026-03-06 3M = 0.0063566 -ICE LIBOR 2026-06-08 3M = 0.0063567 -ICE LIBOR 2026-09-08 3M = 0.0063568 -ICE LIBOR 2026-12-08 3M = 0.0063569 +ICE LIBOR 2016-03-06 3M = 0.0063515 +ICE LIBOR 2016-03-07 3M = 0.0063516 +ICE LIBOR 2016-03-08 3M = 0.0063517 +ICE LIBOR 2016-03-09 3M = 0.0063518 +ICE LIBOR 2016-03-10 3M = 0.0063519 +ICE LIBOR 2016-06-06 3M = 0.0063520 +ICE LIBOR 2016-06-07 3M = 0.0063521 +ICE LIBOR 2016-06-08 3M = 0.0063522 +ICE LIBOR 2016-06-09 3M = 0.0063523 +ICE LIBOR 2016-06-10 3M = 0.0063524 +ICE LIBOR 2016-09-06 3M = 0.0063525 +ICE LIBOR 2016-09-07 3M = 0.0063526 +ICE LIBOR 2016-09-08 3M = 0.0063527 +ICE LIBOR 2016-09-09 3M = 0.0063528 +ICE LIBOR 2016-09-10 3M = 0.0063529 +ICE LIBOR 2016-12-06 3M = 0.0063530 +ICE LIBOR 2016-12-07 3M = 0.0063531 +ICE LIBOR 2016-12-08 3M = 0.0063532 +ICE LIBOR 2016-12-09 3M = 0.0063533 +ICE LIBOR 2016-12-10 3M = 0.0063534 +ICE LIBOR 2017-03-06 3M = 0.0063535 +ICE LIBOR 2017-03-07 3M = 0.0063536 +ICE LIBOR 2017-03-08 3M = 0.0063537 +ICE LIBOR 2017-03-09 3M = 0.0063538 +ICE LIBOR 2017-03-10 3M = 0.0063539 +ICE LIBOR 2017-06-06 3M = 0.0063540 +ICE LIBOR 2017-06-07 3M = 0.0063541 +ICE LIBOR 2017-06-08 3M = 0.0063542 +ICE LIBOR 2017-06-09 3M = 0.0063543 +ICE LIBOR 2017-06-10 3M = 0.0063544 +ICE LIBOR 2017-09-06 3M = 0.0063545 +ICE LIBOR 2017-09-07 3M = 0.0063546 +ICE LIBOR 2017-09-08 3M = 0.0063547 +ICE LIBOR 2017-09-09 3M = 0.0063548 +ICE LIBOR 2017-09-10 3M = 0.0063549 +ICE LIBOR 2017-12-06 3M = 0.0063550 +ICE LIBOR 2017-12-07 3M = 0.0063551 +ICE LIBOR 2017-12-08 3M = 0.0063552 +ICE LIBOR 2017-12-09 3M = 0.0063553 +ICE LIBOR 2017-12-10 3M = 0.0063554 +ICE LIBOR 2018-03-06 3M = 0.0063555 +ICE LIBOR 2018-03-07 3M = 0.0063556 +ICE LIBOR 2018-03-08 3M = 0.0063557 +ICE LIBOR 2018-03-09 3M = 0.0063558 +ICE LIBOR 2018-03-10 3M = 0.0063559 +ICE LIBOR 2018-06-06 3M = 0.0063560 +ICE LIBOR 2018-06-07 3M = 0.0063561 +ICE LIBOR 2018-06-08 3M = 0.0063562 +ICE LIBOR 2018-06-09 3M = 0.0063563 +ICE LIBOR 2018-06-10 3M = 0.0063564 +ICE LIBOR 2018-09-06 3M = 0.0063565 +ICE LIBOR 2018-09-07 3M = 0.0063566 +ICE LIBOR 2018-09-08 3M = 0.0063567 +ICE LIBOR 2018-09-09 3M = 0.0063568 +ICE LIBOR 2018-09-10 3M = 0.0063569 +ICE LIBOR 2018-12-06 3M = 0.0063570 +ICE LIBOR 2018-12-07 3M = 0.0063571 +ICE LIBOR 2018-12-08 3M = 0.0063572 +ICE LIBOR 2018-12-09 3M = 0.0063573 +ICE LIBOR 2018-12-10 3M = 0.0063574 +ICE LIBOR 2019-03-06 3M = 0.0063575 +ICE LIBOR 2019-03-07 3M = 0.0063576 +ICE LIBOR 2019-03-08 3M = 0.0063577 +ICE LIBOR 2019-03-09 3M = 0.0063578 +ICE LIBOR 2019-03-10 3M = 0.0063579 +ICE LIBOR 2019-06-06 3M = 0.0063580 +ICE LIBOR 2019-06-07 3M = 0.0063581 +ICE LIBOR 2019-06-08 3M = 0.0063582 +ICE LIBOR 2019-06-09 3M = 0.0063583 +ICE LIBOR 2019-06-10 3M = 0.0063584 +ICE LIBOR 2019-09-06 3M = 0.0063585 +ICE LIBOR 2019-09-07 3M = 0.0063586 +ICE LIBOR 2019-09-08 3M = 0.0063587 +ICE LIBOR 2019-09-09 3M = 0.0063588 +ICE LIBOR 2019-09-10 3M = 0.0063589 +ICE LIBOR 2019-12-06 3M = 0.0063590 +ICE LIBOR 2019-12-07 3M = 0.0063591 +ICE LIBOR 2019-12-08 3M = 0.0063592 +ICE LIBOR 2019-12-09 3M = 0.0063593 +ICE LIBOR 2019-12-10 3M = 0.0063594 +ICE LIBOR 2020-03-06 3M = 0.0063595 +ICE LIBOR 2020-03-07 3M = 0.0063596 +ICE LIBOR 2020-03-08 3M = 0.0063597 +ICE LIBOR 2020-03-09 3M = 0.0063598 +ICE LIBOR 2020-03-10 3M = 0.0063599 +ICE LIBOR 2020-06-06 3M = 0.0063600 +ICE LIBOR 2020-06-07 3M = 0.0063601 +ICE LIBOR 2020-06-08 3M = 0.0063602 +ICE LIBOR 2020-06-09 3M = 0.0063603 +ICE LIBOR 2020-06-10 3M = 0.0063604 +ICE LIBOR 2020-09-06 3M = 0.0063605 +ICE LIBOR 2020-09-07 3M = 0.0063606 +ICE LIBOR 2020-09-08 3M = 0.0063607 +ICE LIBOR 2020-09-09 3M = 0.0063608 +ICE LIBOR 2020-09-10 3M = 0.0063609 +ICE LIBOR 2020-12-06 3M = 0.0063610 +ICE LIBOR 2020-12-07 3M = 0.0063611 +ICE LIBOR 2020-12-08 3M = 0.0063612 +ICE LIBOR 2020-12-09 3M = 0.0063613 +ICE LIBOR 2020-12-10 3M = 0.0063614 +ICE LIBOR 2021-03-06 3M = 0.0063615 +ICE LIBOR 2021-03-07 3M = 0.0063616 +ICE LIBOR 2021-03-08 3M = 0.0063617 +ICE LIBOR 2021-03-09 3M = 0.0063618 +ICE LIBOR 2021-03-10 3M = 0.0063619 +ICE LIBOR 2021-06-06 3M = 0.0063620 +ICE LIBOR 2021-06-07 3M = 0.0063621 +ICE LIBOR 2021-06-08 3M = 0.0063622 +ICE LIBOR 2021-06-09 3M = 0.0063623 +ICE LIBOR 2021-06-10 3M = 0.0063624 +ICE LIBOR 2021-09-06 3M = 0.0063625 +ICE LIBOR 2021-09-07 3M = 0.0063626 +ICE LIBOR 2021-09-08 3M = 0.0063627 +ICE LIBOR 2021-09-09 3M = 0.0063628 +ICE LIBOR 2021-09-10 3M = 0.0063629 +ICE LIBOR 2021-12-06 3M = 0.0063630 +ICE LIBOR 2021-12-07 3M = 0.0063631 +ICE LIBOR 2021-12-08 3M = 0.0063632 +ICE LIBOR 2021-12-09 3M = 0.0063633 +ICE LIBOR 2021-12-10 3M = 0.0063634 +ICE LIBOR 2022-03-06 3M = 0.0063635 +ICE LIBOR 2022-03-07 3M = 0.0063636 +ICE LIBOR 2022-03-08 3M = 0.0063637 +ICE LIBOR 2022-03-09 3M = 0.0063638 +ICE LIBOR 2022-03-10 3M = 0.0063639 +ICE LIBOR 2022-06-06 3M = 0.0063640 +ICE LIBOR 2022-06-07 3M = 0.0063641 +ICE LIBOR 2022-06-08 3M = 0.0063642 +ICE LIBOR 2022-06-09 3M = 0.0063643 +ICE LIBOR 2022-06-10 3M = 0.0063644 +ICE LIBOR 2022-09-06 3M = 0.0063645 +ICE LIBOR 2022-09-07 3M = 0.0063646 +ICE LIBOR 2022-09-08 3M = 0.0063647 +ICE LIBOR 2022-09-09 3M = 0.0063648 +ICE LIBOR 2022-09-10 3M = 0.0063649 +ICE LIBOR 2022-12-06 3M = 0.0063650 +ICE LIBOR 2022-12-07 3M = 0.0063651 +ICE LIBOR 2022-12-08 3M = 0.0063652 +ICE LIBOR 2022-12-09 3M = 0.0063653 +ICE LIBOR 2022-12-10 3M = 0.0063654 +ICE LIBOR 2023-03-06 3M = 0.0063655 +ICE LIBOR 2023-03-07 3M = 0.0063656 +ICE LIBOR 2023-03-08 3M = 0.0063657 +ICE LIBOR 2023-03-09 3M = 0.0063658 +ICE LIBOR 2023-03-10 3M = 0.0063659 +ICE LIBOR 2023-06-06 3M = 0.0063660 +ICE LIBOR 2023-06-07 3M = 0.0063661 +ICE LIBOR 2023-06-08 3M = 0.0063662 +ICE LIBOR 2023-06-09 3M = 0.0063663 +ICE LIBOR 2023-06-10 3M = 0.0063664 +ICE LIBOR 2023-09-06 3M = 0.0063665 +ICE LIBOR 2023-09-07 3M = 0.0063666 +ICE LIBOR 2023-09-08 3M = 0.0063667 +ICE LIBOR 2023-09-09 3M = 0.0063668 +ICE LIBOR 2023-09-10 3M = 0.0063669 +ICE LIBOR 2023-12-06 3M = 0.0063670 +ICE LIBOR 2023-12-07 3M = 0.0063671 +ICE LIBOR 2023-12-08 3M = 0.0063672 +ICE LIBOR 2023-12-09 3M = 0.0063673 +ICE LIBOR 2023-12-10 3M = 0.0063674 +ICE LIBOR 2024-03-06 3M = 0.0063675 +ICE LIBOR 2024-03-07 3M = 0.0063676 +ICE LIBOR 2024-03-08 3M = 0.0063677 +ICE LIBOR 2024-03-09 3M = 0.0063678 +ICE LIBOR 2024-03-10 3M = 0.0063679 +ICE LIBOR 2024-06-06 3M = 0.0063680 +ICE LIBOR 2024-06-07 3M = 0.0063681 +ICE LIBOR 2024-06-08 3M = 0.0063682 +ICE LIBOR 2024-06-09 3M = 0.0063683 +ICE LIBOR 2024-06-10 3M = 0.0063684 +ICE LIBOR 2024-09-06 3M = 0.0063685 +ICE LIBOR 2024-09-07 3M = 0.0063686 +ICE LIBOR 2024-09-08 3M = 0.0063687 +ICE LIBOR 2024-09-09 3M = 0.0063688 +ICE LIBOR 2024-09-10 3M = 0.0063689 +ICE LIBOR 2024-12-06 3M = 0.0063690 +ICE LIBOR 2024-12-07 3M = 0.0063691 +ICE LIBOR 2024-12-08 3M = 0.0063692 +ICE LIBOR 2024-12-09 3M = 0.0063693 +ICE LIBOR 2024-12-10 3M = 0.0063694 +ICE LIBOR 2025-03-06 3M = 0.0063695 +ICE LIBOR 2025-03-07 3M = 0.0063696 +ICE LIBOR 2025-03-08 3M = 0.0063697 +ICE LIBOR 2025-03-09 3M = 0.0063698 +ICE LIBOR 2025-03-10 3M = 0.0063699 +ICE LIBOR 2025-06-06 3M = 0.0063700 +ICE LIBOR 2025-06-07 3M = 0.0063701 +ICE LIBOR 2025-06-08 3M = 0.0063702 +ICE LIBOR 2025-06-09 3M = 0.0063703 +ICE LIBOR 2025-06-10 3M = 0.0063704 +ICE LIBOR 2025-09-06 3M = 0.0063705 +ICE LIBOR 2025-09-07 3M = 0.0063706 +ICE LIBOR 2025-09-08 3M = 0.0063707 +ICE LIBOR 2025-09-09 3M = 0.0063708 +ICE LIBOR 2025-09-10 3M = 0.0063709 +ICE LIBOR 2025-12-06 3M = 0.0063710 +ICE LIBOR 2025-12-07 3M = 0.0063711 +ICE LIBOR 2025-12-08 3M = 0.0063712 +ICE LIBOR 2025-12-09 3M = 0.0063713 +ICE LIBOR 2025-12-10 3M = 0.0063714 +ICE LIBOR 2026-03-06 3M = 0.0063715 +ICE LIBOR 2026-03-07 3M = 0.0063716 +ICE LIBOR 2026-03-08 3M = 0.0063717 +ICE LIBOR 2026-03-09 3M = 0.0063718 +ICE LIBOR 2026-03-10 3M = 0.0063719 +ICE LIBOR 2026-06-06 3M = 0.0063720 +ICE LIBOR 2026-06-07 3M = 0.0063721 +ICE LIBOR 2026-06-08 3M = 0.0063722 +ICE LIBOR 2026-06-09 3M = 0.0063723 +ICE LIBOR 2026-06-10 3M = 0.0063724 +ICE LIBOR 2026-09-06 3M = 0.0063725 +ICE LIBOR 2026-09-07 3M = 0.0063726 +ICE LIBOR 2026-09-08 3M = 0.0063727 +ICE LIBOR 2026-09-09 3M = 0.0063728 +ICE LIBOR 2026-09-10 3M = 0.0063729 +ICE LIBOR 2026-12-06 3M = 0.0063730 +ICE LIBOR 2026-12-07 3M = 0.0063731 +ICE LIBOR 2026-12-08 3M = 0.0063732 +ICE LIBOR 2026-12-09 3M = 0.0063733 +ICE LIBOR 2026-12-10 3M = 0.0063734 \ No newline at end of file diff --git a/src/main/kotlin/core/node/services/NodeInterestRates.kt b/src/main/kotlin/core/node/services/NodeInterestRates.kt index e1ed54ad25..ad0f052395 100644 --- a/src/main/kotlin/core/node/services/NodeInterestRates.kt +++ b/src/main/kotlin/core/node/services/NodeInterestRates.kt @@ -70,7 +70,7 @@ object NodeInterestRates { // the pointer to the stack before working with the map. oracle.knownFixes = fixes - return "Accepted $fixes.size new interest rate fixes" + return "Accepted ${fixes.size} new interest rate fixes" } }