Defaults for models now more sensible.

This commit is contained in:
Clinton Alexander 2016-07-18 17:34:40 +01:00
parent 71d9709662
commit 9d1d1b4f2c
3 changed files with 6 additions and 8 deletions

View File

@ -3,8 +3,8 @@
define([], () => {
return {
baseCurrency: "EUR",
effectiveDate: new Date(2016, 3, 11),
terminationDate: new Date(2026, 3, 11),
effectiveDate: new Date(2016, 2, 11),
terminationDate: new Date(2026, 2, 11),
eligibleCreditSupport: "Cash in an Eligible Currency",
independentAmounts: {
quantity: 0

View File

@ -6,12 +6,12 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
notional: {
quantity: 2500000000
},
paymentFrequency: "Annual",
paymentFrequency: "SemiAnnual",
effectiveDateAdjustment: null,
terminationDateAdjustment: null,
fixedRate: "1.676",
dayCountBasis: dayCountBasisLookup["ACT/360"],
rollConvention: "Following",
rollConvention: "ModifiedFollowing",
dayInMonth: 10,
paymentRule: "InArrears",
paymentDelay: "0",

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@ -7,13 +7,11 @@ define(['utils/dayCountBasisLookup'], (dayCountBasisLookup) => {
quantity: 2500000000
},
paymentFrequency: "Quarterly",
effectiveDate: new Date(2016, 3, 11),
effectiveDateAdjustment: null,
terminationDate: new Date(2026, 3, 11),
terminationDateAdjustment: null,
dayCountBasis: dayCountBasisLookup["ACT/360"],
rollConvention: "Following",
fixingRollConvention: "Following",
rollConvention: "ModifiedFollowing",
fixingRollConvention: "ModifiedFollowing",
dayInMonth: 10,
resetDayInMonth: 10,
paymentRule: "InArrears",