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Index is now tied to currency.
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parent
b78995a8e4
commit
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@ -11,6 +11,12 @@ define(['viewmodel/FixedRate'], (fixedRateViewModel) => {
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}
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};
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let indexLookup = {
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"GBP": "LIBOR",
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"USD": "LIBOR",
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"EUR": "EURIBOR"
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};
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let Deal = function(dealViewModel) {
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let now = new Date();
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let tradeId = `T${now.getUTCFullYear()}-${now.getUTCMonth()}-${now.getUTCDate()}.${now.getUTCHours()}:${now.getUTCMinutes()}:${now.getUTCSeconds()}:${now.getUTCMilliseconds()}`
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@ -38,6 +44,7 @@ define(['viewmodel/FixedRate'], (fixedRateViewModel) => {
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floatingLeg.terminationDate = formatDateForNode(common.terminationDate);
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floatingLeg.dayCountBasisDay = floatingLeg.dayCountBasis.day;
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floatingLeg.dayCountBasisYear = floatingLeg.dayCountBasis.year;
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floatingLeg.index = indexLookup[common.baseCurrency];
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delete floatingLeg.dayCountBasis;
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common.tradeID = tradeId;
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@ -24,7 +24,6 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
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resetRule: "InAdvance",
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fixingsPerPayment: "Quarterly",
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fixingCalendar: [ "NewYork" ],
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index: "ICE LIBOR",
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indexSource: "Rates Service Provider",
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indexTenor: {
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name: "3M"
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@ -132,6 +132,10 @@
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<td>Effective From</td>
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<td>{{deal.floatingLeg.effectiveDate}}</td>
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</tr>
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<tr class="center aligned">
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<td>Index</td>
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<td>{{deal.floatingLeg.index}}</td>
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</tr>
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<tr class="center aligned">
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<td>Terminates</td>
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<td>{{deal.floatingLeg.terminationDate}}</td>
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