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Index is now tied to currency.

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This commit is contained in:
Clinton Alexander 2016-07-12 16:28:38 +01:00
parent b78995a8e4
commit 7e247a5fff
3 changed files with 11 additions and 1 deletions
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7
src/main/webdemo/js/Deal.js
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@ -11,6 +11,12 @@ define(['viewmodel/FixedRate'], (fixedRateViewModel) => {
} }
}; };
let indexLookup = {
"GBP": "LIBOR",
"USD": "LIBOR",
"EUR": "EURIBOR"
};
let Deal = function(dealViewModel) { let Deal = function(dealViewModel) {
let now = new Date(); let now = new Date();
let tradeId = `T${now.getUTCFullYear()}-${now.getUTCMonth()}-${now.getUTCDate()}.${now.getUTCHours()}:${now.getUTCMinutes()}:${now.getUTCSeconds()}:${now.getUTCMilliseconds()}` let tradeId = `T${now.getUTCFullYear()}-${now.getUTCMonth()}-${now.getUTCDate()}.${now.getUTCHours()}:${now.getUTCMinutes()}:${now.getUTCSeconds()}:${now.getUTCMilliseconds()}`
@ -38,6 +44,7 @@ define(['viewmodel/FixedRate'], (fixedRateViewModel) => {
floatingLeg.terminationDate = formatDateForNode(common.terminationDate); floatingLeg.terminationDate = formatDateForNode(common.terminationDate);
floatingLeg.dayCountBasisDay = floatingLeg.dayCountBasis.day; floatingLeg.dayCountBasisDay = floatingLeg.dayCountBasis.day;
floatingLeg.dayCountBasisYear = floatingLeg.dayCountBasis.year; floatingLeg.dayCountBasisYear = floatingLeg.dayCountBasis.year;
floatingLeg.index = indexLookup[common.baseCurrency];
delete floatingLeg.dayCountBasis; delete floatingLeg.dayCountBasis;
common.tradeID = tradeId; common.tradeID = tradeId;

1
src/main/webdemo/js/viewmodel/FloatingLeg.js
View File

@ -24,7 +24,6 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
resetRule: "InAdvance", resetRule: "InAdvance",
fixingsPerPayment: "Quarterly", fixingsPerPayment: "Quarterly",
fixingCalendar: [ "NewYork" ], fixingCalendar: [ "NewYork" ],
index: "ICE LIBOR",
indexSource: "Rates Service Provider", indexSource: "Rates Service Provider",
indexTenor: { indexTenor: {
name: "3M" name: "3M"

4
src/main/webdemo/view/deal.html
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@ -132,6 +132,10 @@
<td>Effective From</td> <td>Effective From</td>
<td>{{deal.floatingLeg.effectiveDate}}</td> <td>{{deal.floatingLeg.effectiveDate}}</td>
</tr> </tr>
<tr class="center aligned">
<td>Index</td>
<td>{{deal.floatingLeg.index}}</td>
</tr>
<tr class="center aligned"> <tr class="center aligned">
<td>Terminates</td> <td>Terminates</td>
<td>{{deal.floatingLeg.terminationDate}}</td> <td>{{deal.floatingLeg.terminationDate}}</td>