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Defaults for models now more sensible.
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71d9709662
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@ -3,8 +3,8 @@
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define([], () => {
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return {
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baseCurrency: "EUR",
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effectiveDate: new Date(2016, 3, 11),
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terminationDate: new Date(2026, 3, 11),
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effectiveDate: new Date(2016, 2, 11),
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terminationDate: new Date(2026, 2, 11),
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eligibleCreditSupport: "Cash in an Eligible Currency",
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independentAmounts: {
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quantity: 0
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@ -6,12 +6,12 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
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notional: {
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quantity: 2500000000
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},
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paymentFrequency: "Annual",
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paymentFrequency: "SemiAnnual",
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effectiveDateAdjustment: null,
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terminationDateAdjustment: null,
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fixedRate: "1.676",
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dayCountBasis: dayCountBasisLookup["ACT/360"],
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rollConvention: "Following",
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rollConvention: "ModifiedFollowing",
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dayInMonth: 10,
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paymentRule: "InArrears",
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paymentDelay: "0",
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@ -7,13 +7,11 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
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quantity: 2500000000
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},
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paymentFrequency: "Quarterly",
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effectiveDate: new Date(2016, 3, 11),
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effectiveDateAdjustment: null,
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terminationDate: new Date(2026, 3, 11),
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terminationDateAdjustment: null,
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dayCountBasis: dayCountBasisLookup["ACT/360"],
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rollConvention: "Following",
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fixingRollConvention: "Following",
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rollConvention: "ModifiedFollowing",
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fixingRollConvention: "ModifiedFollowing",
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dayInMonth: 10,
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resetDayInMonth: 10,
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paymentRule: "InArrears",
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