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CORDA-593 - Strip web front end from the SIMM demo (#1574)
* CORDA-593 - Strip web front end from simm-demo Also, pre cutting V1 remove the documentation references to SIMM, the plan being once V1 is cut we can spend a little time thinking about how we want to prevent the SIMM back end as a useful, teachable, demo * CORDA-593 Fix the integration tests
This commit is contained in:
Katelyn Baker
josecoll
parent
002c6c4687
commit
c93b0284ef
@ -6,6 +6,12 @@ from the previous milestone release.
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UNRELEASED
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----------
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* Remove the web front end from the simm demo
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The state of the code and the extermely old version of (a beta) angular JS makes it almost impossible to maintain at this point.
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Whilst the demo code itself is a useful teaching tool, the mess we have here isn't, so remove it with the purpose of putting something
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better in place
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* ``NodeInfo`` and ``NetworkMapCache`` changes:
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* Removed ``NodeInfo::legalIdentity`` in preparation for handling of multiple identities. We left list of ``NodeInfo::legalIdentitiesAndCerts``,
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the first identity still plays a special role of main node identity.
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@ -5,11 +5,10 @@ Corda is a platform. Its functionality is extended by developers through the wri
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applications (CorDapps). CorDapps are installed at the level of the individual node, rather than on the network
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itself.
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Each CorDapp allows a node to handle new business processes - everything from asset trading (see :ref:`irs-demo`) to
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portfolio valuations (see :ref:`simm-demo`). It does so by defining new flows on the node that, once started by the
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node owner, conduct the process of negotiating a specific ledger update with other nodes on the network. The node's
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owner can then start these flows as required, either through remote procedure calls (RPC) or HTTP requests that
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leverage the RPC interface.
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Each CorDapp allows a node to handle new business processes, for example asset trading (see :ref:`irs-demo`).
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It does so by defining new flows on the node that, once started by the node owner, conduct the process of negotiating
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a specific ledger update with other nodes on the network. The node's owner can then start these flows as required,
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either through remote procedure calls (RPC) or HTTP requests that leverage the RPC interface.
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.. image:: resources/node-diagram.png
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@ -23,4 +22,4 @@ CorDapps are made up of definitions for the following components:
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* Contracts
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* Flows
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* Web APIs and static web content
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* Services
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* Services
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@ -8,10 +8,8 @@ Corda's functionality:
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2. The IRS Demo, which shows two nodes establishing an interest rate swap and performing fixings with a
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rates oracle
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3. The Attachment Demo, which demonstrates uploading attachments to nodes
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4. The SIMM Valuation Demo, which shows two nodes agreeing on a portfolio and valuing the initial margin
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using the Standard Initial Margin Model
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5. The Notary Demo, which shows three different types of notaries and a single node getting multiple transactions notarised.
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6. The Bank of Corda Demo, which shows a node acting as an issuer of assets (the Bank of Corda) while remote client
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4. The Notary Demo, which shows three different types of notaries and a single node getting multiple transactions notarised.
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5. The Bank of Corda Demo, which shows a node acting as an issuer of assets (the Bank of Corda) while remote client
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applications request issuance of some cash on behalf of a node called Big Corporation
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If any of the demos don't work, please raise an issue on GitHub.
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@ -218,83 +216,3 @@ Using the following login details:
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See https://docs.corda.net/node-explorer.html for further details on usage.
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.. _simm-demo:
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SIMM and Portfolio Demo - aka the Initial Margin Agreement Demo
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---------------------------------------------------------------
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Background and SIMM Introduction
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********************************
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This app is a demonstration of how Corda can be used for the real world requirement of initial margin calculation and
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agreement; featuring the integration of complex and industry proven third party libraries into Corda nodes.
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SIMM is an acronym for "Standard Initial Margin Model". It is effectively the calculation of a "margin" that is paid
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by one party to another when they agree a trade on certain types of transaction. This margin is
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paid such that, in the event of one of the counterparties suffering a credit event
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(a financial term and a polite way to say defaulting, not paying the debts that are due, or potentially even bankruptcy),
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then the party that is owed any sum already has some of the amount that it should have been paid. This payment to the
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receiving party is a preventative measure in order to reduce the risk of a potentially catastrophic default domino
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effect that caused the `Great Financial Crisis <https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%932008>`_,
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as it means that they can be assured that if they need to pay another party, they will have a proportion of the funds
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that they have been relying on.
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To enact this, in September 2016, the ISDA committee - with full backing from various governing bodies -
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`issued a ruling on what is known as the ISDA SIMM ™ model <http://www2.isda.org/news/isda-simm-deployed-today-new-industry-standard-for-calculating-initial-margin-widely-adopted-by-market-participants>`_,
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a way of fairly and consistently calculating this margin. Any parties wishing to trade a financial product that is
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covered under this ruling would, independently, use this model and calculate their margin payment requirement,
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agree it with their trading counterparty and then pay (or receive, depending on the results of this calculation)
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this amount. In the case of disagreement that is not resolved in a timely fashion, this payment would increase
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and so therefore it is in the parties' interest to reach agreement in as short as time frame as possible.
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To be more accurate, the SIMM calculation is not performed on just one trade - it is calculated on an aggregate of
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intermediary values (which in this model are sensitivities to risk factors) from a portfolio of trades; therefore
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the input to a SIMM is actually this data, not the individual trades themselves.
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Also note that implementations of the SIMM are actually protected and subject to license restrictions by ISDA
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(this is due to the model itself being protected). We were fortunate enough to technically partner with
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`OpenGamma <http://www.opengamma.com>`_ who allowed us to demonstrate the SIMM process using their proprietary model.
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In the source code released, we have replaced their analytics engine with very simple stub functions that allow
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the process to run without actually calculating correct values, and can easily be swapped out in place for their real libraries.
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What happens in the demo (notionally)
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*************************************
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Preliminaries
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- Ensure that there are a number of live trades with another party financial products that are covered under the
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ISDA SIMM agreement (if none, then use the demo to enter some simple trades as described below).
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Initial Margin Agreement Process
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- Agree that one will be performing the margining calculation against a portfolio of trades with another party, and agree the trades in that portfolio. In practice, one node will start the flow but it does not matter which node does.
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- Individually (at the node level), identify the data (static, reference etc) one will need in order to be able to calculate the metrics on those trades
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- Confirm with the other counterparty the dataset from the above set
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- Calculate any intermediary steps and values needed for the margin calculation (ie sensitivities to risk factors)
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- Agree on the results of these steps
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- Calculate the initial margin
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- Agree on the calculation of the above with the other party
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- In practice, pay (or receive) this margin (omitted for the sake of complexity for this example)
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Demo execution (step by step)
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*****************************
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To run from the command line in Unix:
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1. Deploy the nodes using ``./gradlew samples:simm-valuation-demo:deployNodes``
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2. Run the nodes using ``./samples/simm-valuation-demo/build/nodes/runnodes``
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To run from the command line in Windows:
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1. Deploy the nodes using ``gradlew samples:simm-valuation-demo:deployNodes``
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2. Run the nodes using ``samples\simm-valuation-demo\build\nodes\runnodes``
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Then, for both Unix and Windows:
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3. Browse to http://localhost:10005/web/simmvaluationdemo
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4. Select the counterparty (i.e. Bank B)
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5. Enter at least 3 trades - via the "Create New Trade" tab
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6. On the "Agree Valuations" tab, click the "Start Calculations" button
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Additionally, you can confirm that these trades are not visible from `Bank C's node <http://localhost:10009/web/simmvaluationdemo/>`_
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and are visible to `Bank B <http://localhost:10007/web/simmvaluationdemo/>`_.
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Please note that any URL path information after `simmvaluationdemo` should not be bookmarked or navigated to directly, as it is only provided for aesthetic purposes.
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@ -19,7 +19,3 @@ This demo was built in partnership with OpenGamma and used their SIMM library. H
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| Could not find net.corda.(...):(...):0.6-SNAPSHOT | The corda libraries have not been installed into your local maven directory. View the instructions for doing this in the core corda repository |
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| Execution failed for task ':simm-valuation-demo:buildWeb' : A problem occurred starting process 'command 'ng'' | You need to have `node packet manager` installed in order to build out some of the web resources. This is not a necessary step as we include pre-built web resources but if you do modify the web source, you will need to rebuild this area |
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## Rebuild the web resources
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* Get Node.js v6.11.2 which at time of writing is the LTS release
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* ../../gradlew installWeb
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@ -98,43 +98,6 @@ task integrationTest(type: Test, dependsOn: []) {
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classpath = sourceSets.integrationTest.runtimeClasspath
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}
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task npmInstall(type: Exec) {
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workingDir 'src/main/web'
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if (System.getProperty('os.name').toLowerCase().contains('windows')) {
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commandLine 'cmd', '/c', 'npm', 'install'
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} else {
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commandLine 'npm', 'install'
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}
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outputs.upToDateWhen { file('src/main/web/node_modules').exists() }
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}
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task cleanWeb() {
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doLast {
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delete 'src/main/resources/simmvaluationweb'
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delete 'src/main/web/dist'
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}
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}
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task buildWeb(type: Exec, dependsOn: [cleanWeb, npmInstall]) {
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workingDir 'src/main/web'
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if (System.getProperty('os.name').toLowerCase().contains('windows')) {
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commandLine 'cmd', '/c', 'ng', 'build'
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} else {
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commandLine 'node_modules/angular-cli/bin/ng', 'build'
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}
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}
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task installWeb(type: Copy, dependsOn: [buildWeb]) {
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from 'src/main/web/dist'
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into 'src/main/resources/simmvaluationweb'
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['**/*.js', '**/*.js.map', '**/*.ts'].each {
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filesMatching(it) {
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filter(FixCrLfFilter.class, eol: FixCrLfFilter.CrLf.LF, fixlast: false)
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}
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}
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}
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publishing {
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publications {
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simmvaluationdemo(MavenPublication) {
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@ -15,6 +15,6 @@ import java.util.function.Function
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*/
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class SimmPlugin : WebServerPluginRegistry {
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override val webApis = listOf(Function(::PortfolioApi))
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override val staticServeDirs: Map<String, String> = mapOf("simmvaluationdemo" to javaClass.classLoader.getResource("simmvaluationweb").toExternalForm())
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override val staticServeDirs: Map<String, String> = emptyMap()
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override fun customizeJSONSerialization(om: ObjectMapper): Unit = registerFinanceJSONMappers(om)
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}
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}
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@ -1,501 +0,0 @@
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[{ "id": 1, "date": 1364774400000, "IM": 1980243, "MTM": 17979616, "notional": 12416060, "activeTrades": 129 },
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{ "id": 2, "date": 1364860800000, "IM": 1290403, "MTM": 15904924, "notional": 12354320, "activeTrades": 132 },
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{ "id": 3, "date": 1364947200000, "IM": 1774187, "MTM": 12106920, "notional": 13428577, "activeTrades": 196 },
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{ "id": 4, "date": 1365033600000, "IM": 1229406, "MTM": 18736541, "notional": 17205237, "activeTrades": 129 },
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{ "id": 5, "date": 1365120000000, "IM": 1595193, "MTM": 19740422, "notional": 12363985, "activeTrades": 178 },
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{ "id": 6, "date": 1365206400000, "IM": 1077438, "MTM": 14986074, "notional": 11127028, "activeTrades": 145 },
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{ "id": 7, "date": 1365292800000, "IM": 1037786, "MTM": 16585935, "notional": 13848342, "activeTrades": 102 },
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{ "id": 8, "date": 1365379200000, "IM": 1184585, "MTM": 11700155, "notional": 13973174, "activeTrades": 177 },
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{ "id": 9, "date": 1365465600000, "IM": 1740065, "MTM": 16616984, "notional": 15889971, "activeTrades": 163 },
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{ "id": 10, "date": 1365552000000, "IM": 1892527, "MTM": 12481724, "notional": 12987082, "activeTrades": 186 },
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{ "id": 11, "date": 1365638400000, "IM": 1771113, "MTM": 18433603, "notional": 10075530, "activeTrades": 115 },
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{ "id": 12, "date": 1365724800000, "IM": 1947191, "MTM": 15458873, "notional": 18722507, "activeTrades": 153 },
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{ "id": 13, "date": 1365811200000, "IM": 1327815, "MTM": 10650716, "notional": 10690015, "activeTrades": 165 },
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{ "id": 14, "date": 1365897600000, "IM": 1052704, "MTM": 11027343, "notional": 16944664, "activeTrades": 173 },
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{ "id": 15, "date": 1365984000000, "IM": 1160441, "MTM": 19291377, "notional": 12246581, "activeTrades": 195 },
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{ "id": 16, "date": 1366070400000, "IM": 1944931, "MTM": 11509611, "notional": 10115175, "activeTrades": 176 },
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{ "id": 17, "date": 1366156800000, "IM": 1239680, "MTM": 15116514, "notional": 14134210, "activeTrades": 109 },
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{ "id": 18, "date": 1366243200000, "IM": 1621232, "MTM": 11398571, "notional": 16413933, "activeTrades": 161 },
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{ "id": 19, "date": 1366329600000, "IM": 1357206, "MTM": 16169751, "notional": 12803746, "activeTrades": 116 },
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{ "id": 20, "date": 1366416000000, "IM": 1574531, "MTM": 10147428, "notional": 19281386, "activeTrades": 133 },
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{ "id": 21, "date": 1366502400000, "IM": 1148449, "MTM": 17575869, "notional": 17682373, "activeTrades": 179 },
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{ "id": 22, "date": 1366588800000, "IM": 1904303, "MTM": 11072402, "notional": 13302137, "activeTrades": 115 },
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{ "id": 23, "date": 1366675200000, "IM": 1536063, "MTM": 11075073, "notional": 18378502, "activeTrades": 160 },
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{ "id": 24, "date": 1366761600000, "IM": 1661562, "MTM": 10524591, "notional": 17264480, "activeTrades": 123 },
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{ "id": 25, "date": 1366848000000, "IM": 1466204, "MTM": 11960196, "notional": 12246476, "activeTrades": 143 },
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{ "id": 26, "date": 1366934400000, "IM": 1853511, "MTM": 10849648, "notional": 13069300, "activeTrades": 136 },
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{ "id": 27, "date": 1367020800000, "IM": 1384277, "MTM": 15887874, "notional": 14346400, "activeTrades": 157 },
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{ "id": 28, "date": 1367107200000, "IM": 1712868, "MTM": 12621119, "notional": 11453836, "activeTrades": 104 },
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{ "id": 29, "date": 1367193600000, "IM": 1906877, "MTM": 14022900, "notional": 16719753, "activeTrades": 129 },
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{ "id": 30, "date": 1367280000000, "IM": 1828652, "MTM": 19874958, "notional": 18402913, "activeTrades": 186 },
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{ "id": 31, "date": 1367366400000, "IM": 1701003, "MTM": 13993201, "notional": 18106614, "activeTrades": 172 },
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{ "id": 32, "date": 1367452800000, "IM": 1883619, "MTM": 15352081, "notional": 16268030, "activeTrades": 140 },
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{ "id": 33, "date": 1367539200000, "IM": 1547083, "MTM": 11389252, "notional": 19432759, "activeTrades": 171 },
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{ "id": 34, "date": 1367625600000, "IM": 1464452, "MTM": 18271755, "notional": 15147184, "activeTrades": 184 },
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{ "id": 35, "date": 1367712000000, "IM": 1874976, "MTM": 15634295, "notional": 11649680, "activeTrades": 119 },
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{ "id": 36, "date": 1367798400000, "IM": 1881366, "MTM": 19903639, "notional": 11937433, "activeTrades": 192 },
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{ "id": 37, "date": 1367884800000, "IM": 1859557, "MTM": 11400105, "notional": 13030674, "activeTrades": 148 },
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{ "id": 38, "date": 1367971200000, "IM": 1910667, "MTM": 17390376, "notional": 16610412, "activeTrades": 103 },
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{ "id": 39, "date": 1368057600000, "IM": 1447876, "MTM": 12617961, "notional": 17809054, "activeTrades": 187 },
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{ "id": 40, "date": 1368144000000, "IM": 1033129, "MTM": 11510705, "notional": 16609390, "activeTrades": 197 },
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{ "id": 41, "date": 1368230400000, "IM": 1128288, "MTM": 13434273, "notional": 14656796, "activeTrades": 143 },
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{ "id": 42, "date": 1368316800000, "IM": 1293693, "MTM": 13422644, "notional": 15062382, "activeTrades": 194 },
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{ "id": 43, "date": 1368403200000, "IM": 1935145, "MTM": 15309370, "notional": 14281839, "activeTrades": 153 },
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{ "id": 44, "date": 1368489600000, "IM": 1491003, "MTM": 10821800, "notional": 16245543, "activeTrades": 200 },
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{ "id": 45, "date": 1368576000000, "IM": 1437633, "MTM": 12520837, "notional": 13127293, "activeTrades": 172 },
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{ "id": 46, "date": 1368662400000, "IM": 1332366, "MTM": 15154045, "notional": 16252572, "activeTrades": 123 },
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{ "id": 47, "date": 1368748800000, "IM": 1610591, "MTM": 11227366, "notional": 10251897, "activeTrades": 161 },
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{ "id": 48, "date": 1368835200000, "IM": 1471045, "MTM": 15753545, "notional": 14085751, "activeTrades": 128 },
|
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{ "id": 49, "date": 1368921600000, "IM": 1510708, "MTM": 16982181, "notional": 14568704, "activeTrades": 179 },
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{ "id": 50, "date": 1369008000000, "IM": 1451008, "MTM": 11344040, "notional": 12124052, "activeTrades": 194 },
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{ "id": 51, "date": 1369094400000, "IM": 1737515, "MTM": 13202279, "notional": 12040157, "activeTrades": 176 },
|
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{ "id": 52, "date": 1369180800000, "IM": 1557659, "MTM": 12961808, "notional": 13639747, "activeTrades": 162 },
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{ "id": 53, "date": 1369267200000, "IM": 1199408, "MTM": 14287756, "notional": 12854887, "activeTrades": 128 },
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{ "id": 54, "date": 1369353600000, "IM": 1198945, "MTM": 19272301, "notional": 17584214, "activeTrades": 184 },
|
||||
{ "id": 55, "date": 1369440000000, "IM": 1896867, "MTM": 12920504, "notional": 18611346, "activeTrades": 200 },
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{ "id": 56, "date": 1369526400000, "IM": 1564204, "MTM": 11174960, "notional": 14831089, "activeTrades": 127 },
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{ "id": 57, "date": 1369612800000, "IM": 1275313, "MTM": 19574936, "notional": 17129236, "activeTrades": 159 },
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{ "id": 58, "date": 1369699200000, "IM": 1163461, "MTM": 17013905, "notional": 14818559, "activeTrades": 178 },
|
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{ "id": 59, "date": 1369785600000, "IM": 1491295, "MTM": 16173343, "notional": 10134408, "activeTrades": 165 },
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{ "id": 60, "date": 1369872000000, "IM": 1559450, "MTM": 15465849, "notional": 15818013, "activeTrades": 187 },
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{ "id": 61, "date": 1369958400000, "IM": 1200625, "MTM": 18164324, "notional": 16691765, "activeTrades": 177 },
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{ "id": 62, "date": 1370044800000, "IM": 1837500, "MTM": 11821544, "notional": 15867625, "activeTrades": 105 },
|
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{ "id": 63, "date": 1370131200000, "IM": 1257376, "MTM": 17138152, "notional": 19637050, "activeTrades": 194 },
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{ "id": 64, "date": 1370217600000, "IM": 1670238, "MTM": 19470919, "notional": 11149165, "activeTrades": 142 },
|
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{ "id": 65, "date": 1370304000000, "IM": 1459590, "MTM": 14306326, "notional": 16034203, "activeTrades": 129 },
|
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{ "id": 66, "date": 1370390400000, "IM": 1426668, "MTM": 12107301, "notional": 12525293, "activeTrades": 158 },
|
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{ "id": 67, "date": 1370476800000, "IM": 1393410, "MTM": 16790650, "notional": 14956053, "activeTrades": 177 },
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||||
{ "id": 68, "date": 1370563200000, "IM": 1496110, "MTM": 10326542, "notional": 19849083, "activeTrades": 151 },
|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
]
|
||||
@ -1,3 +0,0 @@
|
||||
{
|
||||
"businessDate": "2016-09-31"
|
||||
}
|
||||
@ -1,251 +0,0 @@
|
||||
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|
||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
{ "id": 9, "product": "Vanilla IRS", "tradeDate": "2015-06-01", "effectiveDate": "2015-09-19", "maturityDate": "2015-06-04", "currency": "EUR", "notional": 936814, "IM": 669743, "MTM": 574835, "margined": true },
|
||||
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|
||||
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|
||||
{ "id": 12, "product": "Vanilla IRS", "tradeDate": "2015-08-17", "effectiveDate": "2015-10-15", "maturityDate": "2015-01-17", "currency": "EUR", "notional": 774143, "IM": 662081, "MTM": 505141, "margined": true },
|
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||||
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{ "id": 182, "product": "Vanilla IRS", "tradeDate": "2016-03-22", "effectiveDate": "2016-02-21", "maturityDate": "2015-09-23", "currency": "EUR", "notional": 188751, "IM": 869079, "MTM": 822196, "margined": true },
|
||||
{ "id": 183, "product": "Vanilla IRS", "tradeDate": "2016-04-26", "effectiveDate": "2015-12-01", "maturityDate": "2016-06-07", "currency": "EUR", "notional": 973098, "IM": 473726, "MTM": 177995, "margined": true },
|
||||
{ "id": 184, "product": "Vanilla IRS", "tradeDate": "2015-10-21", "effectiveDate": "2015-09-07", "maturityDate": "2015-05-04", "currency": "EUR", "notional": 400072, "IM": 911641, "MTM": 493517, "margined": true },
|
||||
{ "id": 185, "product": "Vanilla IRS", "tradeDate": "2015-06-03", "effectiveDate": "2016-04-16", "maturityDate": "2016-02-13", "currency": "EUR", "notional": 564387, "IM": 536191, "MTM": 615698, "margined": true },
|
||||
{ "id": 186, "product": "Vanilla IRS", "tradeDate": "2015-05-31", "effectiveDate": "2016-04-17", "maturityDate": "2016-02-11", "currency": "EUR", "notional": 953502, "IM": 779813, "MTM": 418724, "margined": true },
|
||||
{ "id": 187, "product": "Vanilla IRS", "tradeDate": "2015-01-15", "effectiveDate": "2016-02-01", "maturityDate": "2015-11-27", "currency": "EUR", "notional": 268569, "IM": 820702, "MTM": 142024, "margined": true },
|
||||
{ "id": 188, "product": "Vanilla IRS", "tradeDate": "2015-05-27", "effectiveDate": "2016-06-12", "maturityDate": "2016-02-05", "currency": "EUR", "notional": 576125, "IM": 503024, "MTM": 822738, "margined": true },
|
||||
{ "id": 189, "product": "Vanilla IRS", "tradeDate": "2015-07-26", "effectiveDate": "2016-01-09", "maturityDate": "2015-03-27", "currency": "EUR", "notional": 634085, "IM": 310451, "MTM": 534049, "margined": true },
|
||||
{ "id": 190, "product": "Vanilla IRS", "tradeDate": "2016-07-02", "effectiveDate": "2015-12-02", "maturityDate": "2016-02-22", "currency": "EUR", "notional": 566206, "IM": 595796, "MTM": 934467, "margined": true },
|
||||
{ "id": 191, "product": "Vanilla IRS", "tradeDate": "2016-03-09", "effectiveDate": "2015-10-12", "maturityDate": "2016-04-09", "currency": "EUR", "notional": 416499, "IM": 325436, "MTM": 382781, "margined": true },
|
||||
{ "id": 192, "product": "Vanilla IRS", "tradeDate": "2015-12-25", "effectiveDate": "2016-06-25", "maturityDate": "2016-07-06", "currency": "EUR", "notional": 930796, "IM": 213404, "MTM": 607939, "margined": true },
|
||||
{ "id": 193, "product": "Vanilla IRS", "tradeDate": "2015-07-30", "effectiveDate": "2015-07-30", "maturityDate": "2015-08-11", "currency": "EUR", "notional": 902350, "IM": 981277, "MTM": 190211, "margined": true },
|
||||
{ "id": 194, "product": "Vanilla IRS", "tradeDate": "2015-07-20", "effectiveDate": "2015-01-18", "maturityDate": "2015-01-26", "currency": "EUR", "notional": 382296, "IM": 784039, "MTM": 328903, "margined": true },
|
||||
{ "id": 195, "product": "Vanilla IRS", "tradeDate": "2015-12-23", "effectiveDate": "2015-09-01", "maturityDate": "2015-09-04", "currency": "EUR", "notional": 877076, "IM": 399413, "MTM": 462875, "margined": true },
|
||||
{ "id": 196, "product": "Vanilla IRS", "tradeDate": "2016-07-05", "effectiveDate": "2016-07-10", "maturityDate": "2016-02-07", "currency": "EUR", "notional": 702100, "IM": 163429, "MTM": 430960, "margined": true },
|
||||
{ "id": 197, "product": "Vanilla IRS", "tradeDate": "2015-03-01", "effectiveDate": "2016-01-31", "maturityDate": "2016-03-24", "currency": "EUR", "notional": 228779, "IM": 492958, "MTM": 594003, "margined": true },
|
||||
{ "id": 198, "product": "Vanilla IRS", "tradeDate": "2015-10-21", "effectiveDate": "2015-01-23", "maturityDate": "2015-11-12", "currency": "EUR", "notional": 217611, "IM": 652240, "MTM": 891288, "margined": true },
|
||||
{ "id": 199, "product": "Vanilla IRS", "tradeDate": "2015-01-29", "effectiveDate": "2015-04-14", "maturityDate": "2015-08-08", "currency": "EUR", "notional": 644597, "IM": 743391, "MTM": 674038, "margined": true },
|
||||
{ "id": 200, "product": "Vanilla IRS", "tradeDate": "2016-04-14", "effectiveDate": "2016-05-19", "maturityDate": "2015-07-04", "currency": "EUR", "notional": 288472, "IM": 421471, "MTM": 210602, "margined": true },
|
||||
{ "id": 201, "product": "Vanilla IRS", "tradeDate": "2015-05-01", "effectiveDate": "2015-05-26", "maturityDate": "2016-08-02", "currency": "EUR", "notional": 362318, "IM": 662997, "MTM": 626969, "margined": true },
|
||||
{ "id": 202, "product": "Vanilla IRS", "tradeDate": "2016-03-03", "effectiveDate": "2015-10-13", "maturityDate": "2016-07-06", "currency": "EUR", "notional": 614133, "IM": 751660, "MTM": 179650, "margined": true },
|
||||
{ "id": 203, "product": "Vanilla IRS", "tradeDate": "2015-07-29", "effectiveDate": "2016-01-25", "maturityDate": "2016-04-28", "currency": "EUR", "notional": 903244, "IM": 684572, "MTM": 224151, "margined": true },
|
||||
{ "id": 204, "product": "Vanilla IRS", "tradeDate": "2016-03-30", "effectiveDate": "2015-02-04", "maturityDate": "2016-04-28", "currency": "EUR", "notional": 979598, "IM": 697549, "MTM": 131770, "margined": true },
|
||||
{ "id": 205, "product": "Vanilla IRS", "tradeDate": "2015-11-12", "effectiveDate": "2015-10-11", "maturityDate": "2015-12-07", "currency": "EUR", "notional": 117017, "IM": 482465, "MTM": 737898, "margined": true },
|
||||
{ "id": 206, "product": "Vanilla IRS", "tradeDate": "2016-05-30", "effectiveDate": "2016-06-02", "maturityDate": "2016-04-30", "currency": "EUR", "notional": 264434, "IM": 268979, "MTM": 712167, "margined": true },
|
||||
{ "id": 207, "product": "Vanilla IRS", "tradeDate": "2016-06-20", "effectiveDate": "2015-05-03", "maturityDate": "2016-04-12", "currency": "EUR", "notional": 992026, "IM": 284356, "MTM": 757995, "margined": true },
|
||||
{ "id": 208, "product": "Vanilla IRS", "tradeDate": "2016-06-22", "effectiveDate": "2015-12-15", "maturityDate": "2015-05-15", "currency": "EUR", "notional": 419746, "IM": 853922, "MTM": 710178, "margined": true },
|
||||
{ "id": 209, "product": "Vanilla IRS", "tradeDate": "2015-10-04", "effectiveDate": "2015-08-13", "maturityDate": "2015-07-31", "currency": "EUR", "notional": 291125, "IM": 412472, "MTM": 372940, "margined": true },
|
||||
{ "id": 210, "product": "Vanilla IRS", "tradeDate": "2015-11-29", "effectiveDate": "2016-08-02", "maturityDate": "2015-09-23", "currency": "EUR", "notional": 536194, "IM": 136809, "MTM": 281171, "margined": true },
|
||||
{ "id": 211, "product": "Vanilla IRS", "tradeDate": "2015-10-21", "effectiveDate": "2016-07-12", "maturityDate": "2016-03-18", "currency": "EUR", "notional": 934223, "IM": 351034, "MTM": 487163, "margined": true },
|
||||
{ "id": 212, "product": "Vanilla IRS", "tradeDate": "2015-12-25", "effectiveDate": "2016-05-16", "maturityDate": "2016-01-10", "currency": "EUR", "notional": 797492, "IM": 892800, "MTM": 787978, "margined": true },
|
||||
{ "id": 213, "product": "Vanilla IRS", "tradeDate": "2015-06-11", "effectiveDate": "2015-10-11", "maturityDate": "2016-07-26", "currency": "EUR", "notional": 421248, "IM": 344354, "MTM": 661007, "margined": true },
|
||||
{ "id": 214, "product": "Vanilla IRS", "tradeDate": "2015-08-23", "effectiveDate": "2016-01-03", "maturityDate": "2016-03-13", "currency": "EUR", "notional": 440343, "IM": 312837, "MTM": 821691, "margined": true },
|
||||
{ "id": 215, "product": "Vanilla IRS", "tradeDate": "2015-07-18", "effectiveDate": "2016-01-20", "maturityDate": "2016-05-13", "currency": "EUR", "notional": 880098, "IM": 276209, "MTM": 899954, "margined": true },
|
||||
{ "id": 216, "product": "Vanilla IRS", "tradeDate": "2015-01-11", "effectiveDate": "2016-06-02", "maturityDate": "2015-08-19", "currency": "EUR", "notional": 689688, "IM": 103759, "MTM": 235593, "margined": true },
|
||||
{ "id": 217, "product": "Vanilla IRS", "tradeDate": "2015-08-05", "effectiveDate": "2015-09-22", "maturityDate": "2016-03-10", "currency": "EUR", "notional": 972199, "IM": 726960, "MTM": 737267, "margined": true },
|
||||
{ "id": 218, "product": "Vanilla IRS", "tradeDate": "2015-09-11", "effectiveDate": "2016-04-09", "maturityDate": "2015-06-27", "currency": "EUR", "notional": 730809, "IM": 550555, "MTM": 333598, "margined": true },
|
||||
{ "id": 219, "product": "Vanilla IRS", "tradeDate": "2015-01-19", "effectiveDate": "2015-01-02", "maturityDate": "2015-04-29", "currency": "EUR", "notional": 981261, "IM": 778630, "MTM": 867025, "margined": true },
|
||||
{ "id": 220, "product": "Vanilla IRS", "tradeDate": "2016-06-09", "effectiveDate": "2016-06-21", "maturityDate": "2016-03-17", "currency": "EUR", "notional": 882725, "IM": 136682, "MTM": 958822, "margined": true },
|
||||
{ "id": 221, "product": "Vanilla IRS", "tradeDate": "2015-07-31", "effectiveDate": "2015-04-07", "maturityDate": "2015-08-09", "currency": "EUR", "notional": 191589, "IM": 273161, "MTM": 146433, "margined": true },
|
||||
{ "id": 222, "product": "Vanilla IRS", "tradeDate": "2016-07-17", "effectiveDate": "2016-05-14", "maturityDate": "2015-12-26", "currency": "EUR", "notional": 633076, "IM": 468565, "MTM": 455419, "margined": true },
|
||||
{ "id": 223, "product": "Vanilla IRS", "tradeDate": "2015-01-19", "effectiveDate": "2015-12-12", "maturityDate": "2015-07-26", "currency": "EUR", "notional": 310134, "IM": 714847, "MTM": 704467, "margined": true },
|
||||
{ "id": 224, "product": "Vanilla IRS", "tradeDate": "2016-01-25", "effectiveDate": "2015-11-15", "maturityDate": "2016-05-23", "currency": "EUR", "notional": 408632, "IM": 899069, "MTM": 574721, "margined": true },
|
||||
{ "id": 225, "product": "Vanilla IRS", "tradeDate": "2015-10-05", "effectiveDate": "2015-06-05", "maturityDate": "2015-05-23", "currency": "EUR", "notional": 353649, "IM": 734570, "MTM": 105834, "margined": true },
|
||||
{ "id": 226, "product": "Vanilla IRS", "tradeDate": "2016-03-02", "effectiveDate": "2015-11-13", "maturityDate": "2015-10-13", "currency": "EUR", "notional": 903567, "IM": 954087, "MTM": 415821, "margined": true },
|
||||
{ "id": 227, "product": "Vanilla IRS", "tradeDate": "2015-10-14", "effectiveDate": "2016-02-27", "maturityDate": "2016-05-23", "currency": "EUR", "notional": 675864, "IM": 712992, "MTM": 195279, "margined": true },
|
||||
{ "id": 228, "product": "Vanilla IRS", "tradeDate": "2015-11-29", "effectiveDate": "2015-11-30", "maturityDate": "2015-07-29", "currency": "EUR", "notional": 945431, "IM": 334813, "MTM": 137353, "margined": true },
|
||||
{ "id": 229, "product": "Vanilla IRS", "tradeDate": "2016-07-23", "effectiveDate": "2016-02-19", "maturityDate": "2015-12-08", "currency": "EUR", "notional": 225714, "IM": 877507, "MTM": 652143, "margined": true },
|
||||
{ "id": 230, "product": "Vanilla IRS", "tradeDate": "2015-09-26", "effectiveDate": "2015-08-24", "maturityDate": "2016-04-09", "currency": "EUR", "notional": 194343, "IM": 267164, "MTM": 195041, "margined": true },
|
||||
{ "id": 231, "product": "Vanilla IRS", "tradeDate": "2015-10-02", "effectiveDate": "2015-05-14", "maturityDate": "2015-12-11", "currency": "EUR", "notional": 790346, "IM": 535420, "MTM": 945042, "margined": true },
|
||||
{ "id": 232, "product": "Vanilla IRS", "tradeDate": "2015-04-08", "effectiveDate": "2015-09-19", "maturityDate": "2015-04-01", "currency": "EUR", "notional": 615677, "IM": 173929, "MTM": 294668, "margined": true },
|
||||
{ "id": 233, "product": "Vanilla IRS", "tradeDate": "2015-12-10", "effectiveDate": "2015-06-29", "maturityDate": "2015-04-03", "currency": "EUR", "notional": 518644, "IM": 147326, "MTM": 377699, "margined": true },
|
||||
{ "id": 234, "product": "Vanilla IRS", "tradeDate": "2016-04-15", "effectiveDate": "2015-03-07", "maturityDate": "2015-08-30", "currency": "EUR", "notional": 442264, "IM": 913861, "MTM": 896907, "margined": true },
|
||||
{ "id": 235, "product": "Vanilla IRS", "tradeDate": "2015-12-27", "effectiveDate": "2016-06-14", "maturityDate": "2016-06-21", "currency": "EUR", "notional": 784365, "IM": 722225, "MTM": 817415, "margined": true },
|
||||
{ "id": 236, "product": "Vanilla IRS", "tradeDate": "2015-04-16", "effectiveDate": "2015-04-07", "maturityDate": "2016-07-24", "currency": "EUR", "notional": 132956, "IM": 905856, "MTM": 275847, "margined": true },
|
||||
{ "id": 237, "product": "Vanilla IRS", "tradeDate": "2015-11-17", "effectiveDate": "2015-05-27", "maturityDate": "2015-05-18", "currency": "EUR", "notional": 821311, "IM": 256587, "MTM": 314452, "margined": true },
|
||||
{ "id": 238, "product": "Vanilla IRS", "tradeDate": "2015-07-29", "effectiveDate": "2016-07-15", "maturityDate": "2016-03-21", "currency": "EUR", "notional": 183992, "IM": 173355, "MTM": 419058, "margined": true },
|
||||
{ "id": 239, "product": "Vanilla IRS", "tradeDate": "2015-09-23", "effectiveDate": "2015-05-16", "maturityDate": "2016-08-01", "currency": "EUR", "notional": 418216, "IM": 308428, "MTM": 943864, "margined": true },
|
||||
{ "id": 240, "product": "Vanilla IRS", "tradeDate": "2015-03-03", "effectiveDate": "2015-08-18", "maturityDate": "2016-04-27", "currency": "EUR", "notional": 646306, "IM": 985232, "MTM": 401204, "margined": true },
|
||||
{ "id": 241, "product": "Vanilla IRS", "tradeDate": "2015-06-05", "effectiveDate": "2015-06-17", "maturityDate": "2016-06-18", "currency": "EUR", "notional": 440467, "IM": 698885, "MTM": 588865, "margined": true },
|
||||
{ "id": 242, "product": "Vanilla IRS", "tradeDate": "2015-02-12", "effectiveDate": "2016-02-03", "maturityDate": "2016-05-08", "currency": "EUR", "notional": 111369, "IM": 487792, "MTM": 592719, "margined": true },
|
||||
{ "id": 243, "product": "Vanilla IRS", "tradeDate": "2015-02-09", "effectiveDate": "2016-03-02", "maturityDate": "2015-04-21", "currency": "EUR", "notional": 713984, "IM": 981192, "MTM": 743011, "margined": true },
|
||||
{ "id": 244, "product": "Vanilla IRS", "tradeDate": "2015-04-06", "effectiveDate": "2016-04-02", "maturityDate": "2015-07-29", "currency": "EUR", "notional": 919287, "IM": 867388, "MTM": 293209, "margined": true },
|
||||
{ "id": 245, "product": "Vanilla IRS", "tradeDate": "2015-07-16", "effectiveDate": "2015-12-09", "maturityDate": "2016-02-23", "currency": "EUR", "notional": 439397, "IM": 412975, "MTM": 971273, "margined": true },
|
||||
{ "id": 246, "product": "Vanilla IRS", "tradeDate": "2015-01-05", "effectiveDate": "2015-03-12", "maturityDate": "2015-10-13", "currency": "EUR", "notional": 476150, "IM": 517482, "MTM": 401020, "margined": true },
|
||||
{ "id": 247, "product": "Vanilla IRS", "tradeDate": "2015-10-02", "effectiveDate": "2015-07-01", "maturityDate": "2016-06-16", "currency": "EUR", "notional": 408434, "IM": 588103, "MTM": 159215, "margined": true },
|
||||
{ "id": 248, "product": "Vanilla IRS", "tradeDate": "2015-05-09", "effectiveDate": "2015-11-17", "maturityDate": "2015-11-15", "currency": "EUR", "notional": 787899, "IM": 971975, "MTM": 352116, "margined": true },
|
||||
{ "id": 249, "product": "Vanilla IRS", "tradeDate": "2016-04-28", "effectiveDate": "2015-11-15", "maturityDate": "2016-07-21", "currency": "EUR", "notional": 767073, "IM": 628497, "MTM": 650553, "margined": true },
|
||||
{ "id": 250, "product": "Vanilla IRS", "tradeDate": "2016-03-04", "effectiveDate": "2016-10-19", "maturityDate": "2015-07-13", "currency": "EUR", "notional": 538953, "IM": null, "MTM": null, "margined": false }
|
||||
]
|
||||
@ -1,14 +0,0 @@
|
||||
{
|
||||
"self": {
|
||||
"id": "r3bank",
|
||||
"text": "R3 Bank"
|
||||
},
|
||||
"counterparties": [{
|
||||
"id": "intesa",
|
||||
"text": "Intesa"
|
||||
},
|
||||
{
|
||||
"id": "bank-c",
|
||||
"text": "Bank C"
|
||||
}]
|
||||
}
|
||||
@ -1,101 +0,0 @@
|
||||
"use strict";
|
||||
var FixedLegModel_1 = require('./model/FixedLegModel');
|
||||
var FloatingLegModel_1 = require('./model/FloatingLegModel');
|
||||
var CommonModel_1 = require('./model/CommonModel');
|
||||
var _ = require('underscore');
|
||||
var calculationModel = {
|
||||
expression: "( fixedLeg.notional.quantity * (fixedLeg.fixedRate.ratioUnit.value)) - (floatingLeg.notional.quantity * (calculation.fixingSchedule.get(context.getDate('currentDate')).rate.ratioUnit.value))",
|
||||
floatingLegPaymentSchedule: {},
|
||||
fixedLegPaymentSchedule: {}
|
||||
};
|
||||
var fixedRateModel = {
|
||||
ratioUnit: {
|
||||
value: 0.01 // %
|
||||
}
|
||||
};
|
||||
var indexLookup = {
|
||||
"GBP": "ICE LIBOR",
|
||||
"USD": "ICE LIBOR",
|
||||
"EUR": "EURIBOR"
|
||||
};
|
||||
var calendarLookup = {
|
||||
"GBP": "London",
|
||||
"USD": "NewYork",
|
||||
"EUR": "London"
|
||||
};
|
||||
var now = function () {
|
||||
return new Date();
|
||||
};
|
||||
// Copy the value of the field from b to a if it exists on both objects.
|
||||
var unionMerge = function (a, b) {
|
||||
for (var key in b) {
|
||||
if (a.hasOwnProperty(key)) {
|
||||
a[key] = b[key];
|
||||
}
|
||||
}
|
||||
};
|
||||
var Deal = (function () {
|
||||
function Deal(dealViewModel, nodeService, irsService) {
|
||||
var _this = this;
|
||||
this.dealViewModel = dealViewModel;
|
||||
this.nodeService = nodeService;
|
||||
this.irsService = irsService;
|
||||
this.tradeId = "T" + now().getUTCFullYear() + "-" + now().getUTCMonth() + "-" + now().getUTCDate() + "." + now().getUTCHours() + ":" + now().getUTCMinutes() + ":" + now().getUTCSeconds() + ":" + now().getUTCMilliseconds();
|
||||
this.toFixedLegModel = function (fixedLegVM, commonVM) {
|
||||
var fixedLeg = new FixedLegModel_1.FixedLegModel();
|
||||
unionMerge(fixedLeg, fixedLegVM);
|
||||
fixedLeg.notional.token = commonVM.baseCurrency;
|
||||
fixedLeg.effectiveDate = commonVM.effectiveDate;
|
||||
fixedLeg.terminationDate = commonVM.terminationDate;
|
||||
fixedLeg.fixedRate = { ratioUnit: { value: Number(fixedLegVM.fixedRate) / 100 } };
|
||||
fixedLeg.dayCountBasisDay = _this.irsService.lookupDayCountBasis(fixedLegVM.dayCountBasis).day;
|
||||
fixedLeg.dayCountBasisYear = _this.irsService.lookupDayCountBasis(fixedLegVM.dayCountBasis).year;
|
||||
fixedLeg.paymentCalendar = calendarLookup[commonVM.baseCurrency];
|
||||
return fixedLeg;
|
||||
};
|
||||
this.toFloatingLegModel = function (floatingLegVM, commonVM) {
|
||||
var floatingLeg = new FloatingLegModel_1.FloatingLegModel();
|
||||
unionMerge(floatingLeg, floatingLegVM);
|
||||
floatingLeg.notional.token = commonVM.baseCurrency;
|
||||
floatingLeg.effectiveDate = commonVM.effectiveDate;
|
||||
floatingLeg.terminationDate = commonVM.terminationDate;
|
||||
floatingLeg.dayCountBasisDay = _this.irsService.lookupDayCountBasis(floatingLegVM.dayCountBasis).day;
|
||||
floatingLeg.dayCountBasisYear = _this.irsService.lookupDayCountBasis(floatingLegVM.dayCountBasis).year;
|
||||
floatingLeg.index = indexLookup[commonVM.baseCurrency];
|
||||
floatingLeg.fixingCalendar = [calendarLookup[commonVM.baseCurrency]];
|
||||
floatingLeg.paymentCalendar = [calendarLookup[commonVM.baseCurrency]];
|
||||
return floatingLeg;
|
||||
};
|
||||
this.toCommonModel = function (commonVM) {
|
||||
var common = new CommonModel_1.CommonModel();
|
||||
unionMerge(common, commonVM);
|
||||
common.tradeID = _this.tradeId;
|
||||
common.eligibleCurrency = commonVM.baseCurrency;
|
||||
common.independentAmounts.token = commonVM.baseCurrency;
|
||||
common.threshold.token = commonVM.baseCurrency;
|
||||
common.minimumTransferAmount.token = commonVM.baseCurrency;
|
||||
common.rounding.token = commonVM.baseCurrency;
|
||||
return common;
|
||||
};
|
||||
this.toJson = function () {
|
||||
var commonVM = _this.dealViewModel.common;
|
||||
var floatingLegVM = _this.dealViewModel.floatingLeg;
|
||||
var fixedLegVM = _this.dealViewModel.fixedLeg;
|
||||
var fixedLeg = _this.toFixedLegModel(fixedLegVM, commonVM);
|
||||
var floatingLeg = _this.toFloatingLegModel(floatingLegVM, commonVM);
|
||||
var common = _this.toCommonModel(commonVM);
|
||||
_.assign(fixedLeg.fixedRate, fixedRateModel);
|
||||
var json = {
|
||||
fixedLeg: fixedLeg,
|
||||
floatingLeg: floatingLeg,
|
||||
calculation: calculationModel,
|
||||
common: common
|
||||
};
|
||||
return json;
|
||||
};
|
||||
}
|
||||
return Deal;
|
||||
}());
|
||||
exports.Deal = Deal;
|
||||
;
|
||||
//# sourceMappingURL=Deal.js.map
|
||||
File diff suppressed because one or more lines are too long
@ -1,37 +0,0 @@
|
||||
/* demo only */
|
||||
|
||||
.r3-bank-demo-header * {
|
||||
color: #ec1d24 !important;
|
||||
}
|
||||
|
||||
|
||||
/* end demo only */
|
||||
|
||||
|
||||
/* sticky footer */
|
||||
|
||||
html {
|
||||
position: relative;
|
||||
min-height: 100%;
|
||||
}
|
||||
|
||||
body {
|
||||
/* Margin bottom by footer height */
|
||||
margin-bottom: 60px;
|
||||
}
|
||||
|
||||
.footer {
|
||||
position: absolute;
|
||||
bottom: 0;
|
||||
width: 100%;
|
||||
/* Set the fixed height of the footer here */
|
||||
height: 60px;
|
||||
background-color: #f5f5f5;
|
||||
}
|
||||
|
||||
.container .text-muted {
|
||||
margin: 20px 0;
|
||||
}
|
||||
|
||||
|
||||
/* end sticky footer */
|
||||
@ -1,50 +0,0 @@
|
||||
<nav class="navbar navbar-inverse navbar-fixed-top" role="navigation">
|
||||
<div class="container">
|
||||
<div class="navbar-header">
|
||||
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-collapse">
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
</button>
|
||||
<a href="#" class="navbar-left"><img src="assets/images/r3logo.png" height="30px" vspace="5"></a>
|
||||
<a class="navbar-brand" href="#">Portfolio Valuation CorDapp</a>
|
||||
</div>
|
||||
<div class="navbar-collapse collapse">
|
||||
<ul class="nav navbar-nav navbar-left">
|
||||
<li routerLinkActive="active"><a routerLink="/portfolio">View Portfolio</a></li>
|
||||
<li routerLinkActive="active"><a routerLink="/create-trade">Create New Trade</a></li>
|
||||
<li routerLinkActive="active"><a routerLink="/valuations">Agree Valuations</a></li>
|
||||
</ul>
|
||||
<ul *ngIf="whoAmI" [ngClass]="{'r3-bank-demo-header': whoAmI === 'R3 Bank'}" class="nav navbar-nav navbar-right">
|
||||
<li><a><span class="glyphicon glyphicon-user" aria-hidden="true"></span> {{whoAmI}}</a></li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</nav>
|
||||
|
||||
<div *ngIf="counterParties.length == 0" class="sk-three-bounce" style="padding-top: 40px">
|
||||
<div class="sk-child sk-bounce1"></div>
|
||||
<div class="sk-child sk-bounce2"></div>
|
||||
<div class="sk-child sk-bounce3"></div>
|
||||
</div>
|
||||
|
||||
<!-- ng-if would break the routing, in some cases (?) -->
|
||||
<div [ngClass]="{'invisible': counterParties.length == 0}" class="container" style="padding-top: 40px">
|
||||
<div class="well row">
|
||||
<div class="col-xs-4 col-xs-offset-4">
|
||||
<ng-select [allowClear]="true" [items]="counterParties" (data)="refreshValue($event)" (selected)="selected($event)" placeholder="Select a counterparty">
|
||||
</ng-select>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ng-if would break highcharts -->
|
||||
<div [ngClass]="{'invisible': !counterparty}">
|
||||
<router-outlet></router-outlet>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<footer class="footer">
|
||||
<div class="container">
|
||||
<p class="text-muted">Developed by the really cool people at OpenGamma, Intesa and R3</p>
|
||||
</div>
|
||||
</footer>
|
||||
@ -1,73 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var router_1 = require('@angular/router');
|
||||
var common_1 = require('@angular/common');
|
||||
var ng2_select_1 = require('ng2-select/ng2-select');
|
||||
var http_wrapper_service_1 = require('./http-wrapper.service');
|
||||
var AppComponent = (function () {
|
||||
function AppComponent(httpWrapperService) {
|
||||
this.httpWrapperService = httpWrapperService;
|
||||
this.counterParties = [];
|
||||
this.counterparty = null;
|
||||
}
|
||||
AppComponent.prototype.selected = function (value) { };
|
||||
;
|
||||
AppComponent.prototype.refreshValue = function (value) {
|
||||
this.counterparty = this.httpWrapperService.setCounterparty(value.id);
|
||||
};
|
||||
AppComponent.prototype.renderX500Name = function (x500Name) {
|
||||
var name = x500Name;
|
||||
x500Name.split(',').forEach(function (element) {
|
||||
var keyValue = element.split('=');
|
||||
if (keyValue[0].toUpperCase() == 'CN') {
|
||||
name = keyValue[1];
|
||||
}
|
||||
});
|
||||
return name;
|
||||
};
|
||||
AppComponent.prototype.ngOnInit = function () {
|
||||
var _this = this;
|
||||
this.httpWrapperService.getAbsolute("whoami").toPromise().then(function (data) {
|
||||
_this.whoAmI = _this.renderX500Name(data.self.text);
|
||||
_this.counterParties = data.counterparties.map(function (x) {
|
||||
return {
|
||||
id: x.id,
|
||||
text: this.renderX500Name(x.text)
|
||||
};
|
||||
});
|
||||
if (_this.counterParties.length == 0) {
|
||||
console.log("/whoami is returning no counterparties, the whole app won't run", data);
|
||||
}
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading who am i (this is really bad, the whole app will not work)", error);
|
||||
});
|
||||
};
|
||||
AppComponent = __decorate([
|
||||
core_1.Component({
|
||||
moduleId: module.id,
|
||||
selector: 'app-root',
|
||||
templateUrl: 'app.component.html',
|
||||
styleUrls: ['app.component.css', '../vendor/ng2-select/components/css/ng2-select.css'],
|
||||
directives: [
|
||||
router_1.ROUTER_DIRECTIVES,
|
||||
common_1.NgClass,
|
||||
ng2_select_1.SELECT_DIRECTIVES
|
||||
],
|
||||
encapsulation: core_1.ViewEncapsulation.None,
|
||||
providers: [http_wrapper_service_1.HttpWrapperService] // don't declare in children, so that it's a "singleton"
|
||||
}),
|
||||
__metadata('design:paramtypes', [http_wrapper_service_1.HttpWrapperService])
|
||||
], AppComponent);
|
||||
return AppComponent;
|
||||
}());
|
||||
exports.AppComponent = AppComponent;
|
||||
//# sourceMappingURL=app.component.js.map
|
||||
@ -1 +0,0 @@
|
||||
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|
||||
@ -1,13 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
var testing_1 = require('@angular/core/testing');
|
||||
var app_component_1 = require('./app.component');
|
||||
describe('App: Vega', function () {
|
||||
beforeEach(function () {
|
||||
testing_1.addProviders([app_component_1.AppComponent]);
|
||||
});
|
||||
it('should create the app', testing_1.inject([app_component_1.AppComponent], function (app) {
|
||||
expect(app).toBeTruthy();
|
||||
}));
|
||||
});
|
||||
//# sourceMappingURL=app.component.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
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|
||||
@ -1,17 +0,0 @@
|
||||
"use strict";
|
||||
var router_1 = require('@angular/router');
|
||||
var portfolio_1 = require('./portfolio');
|
||||
var valuations_1 = require('./valuations');
|
||||
var create_trade_1 = require('./create-trade');
|
||||
var view_trade_1 = require('./view-trade');
|
||||
var routes = [
|
||||
{ path: '', redirectTo: '/portfolio', pathMatch: 'full' },
|
||||
{ path: 'portfolio', component: portfolio_1.PortfolioComponent },
|
||||
{ path: 'valuations', component: valuations_1.ValuationsComponent },
|
||||
{ path: 'create-trade', component: create_trade_1.CreateTradeComponent },
|
||||
{ path: 'view-trade/:tradeId', component: view_trade_1.ViewTradeComponent }
|
||||
];
|
||||
exports.appRouterProviders = [
|
||||
router_1.provideRouter(routes)
|
||||
];
|
||||
//# sourceMappingURL=app.routes.js.map
|
||||
@ -1 +0,0 @@
|
||||
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|
||||
@ -1,19 +0,0 @@
|
||||
#fixedleg tbody tr:nth-child(odd) {
|
||||
background-color: #EEFAEE;
|
||||
}
|
||||
|
||||
#createfixedleg,
|
||||
#fixedleg tbody tr:nth-child(even),
|
||||
#fixedleg thead th {
|
||||
background-color: #D0FAD0;
|
||||
}
|
||||
|
||||
#floatingleg tbody tr:nth-child(odd) {
|
||||
background-color: #FAEEEE;
|
||||
}
|
||||
|
||||
#createfloatingleg,
|
||||
#floatingleg tbody tr:nth-child(even),
|
||||
#floatingleg thead th {
|
||||
background-color: #FAD0D0;
|
||||
}
|
||||
@ -1,53 +0,0 @@
|
||||
<h2> New Deal </h2>
|
||||
<div class="container">
|
||||
<div class="alert alert-danger" id="form-error" *ngIf="formError">{{formError}}</div>
|
||||
|
||||
<form id="deal-form" class="form">
|
||||
<div class="form-group">
|
||||
<label>Convention</label>
|
||||
<select class="form-control" name="token" [(ngModel)]="deal.convention">
|
||||
<option value="EUR_FIXED_1Y_EURIBOR_3M" selected>EUR fixed 1Y EURIBOR 3M</option>
|
||||
<option value="EUR_FIXED_1Y_EURIBOR_6M">EUR fixed 1Y EURIBOR 6M</option>
|
||||
<!--<option value="USD_FIXED_6M_LIBOR_3M">USD fixed 6M LIBOR 3M</option>
|
||||
<option value="USD_FIXED_1Y_LIBOR_3M">USD fixed 1Y LIBOR 3M</option>
|
||||
<option value="GBP_FIXED_1Y_LIBOR_3M">GBP fixed 1Y LIBOR 3M</option>
|
||||
<option value="GBP_FIXED_6M_LIBOR_6M">GBP fixed 6M LIBOR 6M</option>
|
||||
<option value="GBP_FIXED_3M_LIBOR_3M">GBP fixed 3M LIBOR 3M</option>
|
||||
<option value="CHF_FIXED_1Y_LIBOR_3M">CHF fixed 1Y LIBOR 3M</option>
|
||||
<option value="CHF_FIXED_1Y_LIBOR_6M">CHF fixed 1Y LIBOR 6M</option>
|
||||
<option value="JPY_FIXED_6M_TIBORJ_3M">JPY fixed 6M TIBORJ 3M</option>
|
||||
<option value="JPY_FIXED_6M_LIBOR_6M">JPY fixed 6M LIBOR 6M</option>-->
|
||||
</select>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Trade Date</label>
|
||||
<input type="date" class="form-control" name="tradeDate" [(ngModel)]="deal.tradeDate" />
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Effective Date</label>
|
||||
<input type="date" class="form-control" name="startDate" [(ngModel)]="deal.startDate" />
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Termination Date</label>
|
||||
<input type="date" class="form-control" name="endDate" [(ngModel)]="deal.endDate" />
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Description</label>
|
||||
<input type="text" class="form-control" name="description" [(ngModel)]="deal.description" />
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Notional</label>
|
||||
<input type="text" class="form-control" name="notional" [(ngModel)]="deal.notional" fcsa-number/>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label>Buy/Sell</label>
|
||||
<select class="form-control" name="token" [(ngModel)]="deal.buySell">
|
||||
<option value="BUY">BUY</option>
|
||||
<option value="SELL">SELL</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="container-fluid">
|
||||
<input type="submit" class="submit btn btn-primary col-xs-12" (click)="createDeal()" />
|
||||
</div>
|
||||
</form>
|
||||
</div>
|
||||
@ -1,67 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var irs_service_1 = require('../irs.service');
|
||||
var node_service_1 = require('../node.service');
|
||||
var common_1 = require('@angular/common');
|
||||
var router_1 = require('@angular/router');
|
||||
var http_wrapper_service_1 = require('../http-wrapper.service');
|
||||
var DealParams = (function () {
|
||||
function DealParams() {
|
||||
this.id = "" + (100 + Math.floor((Math.random() * 900)));
|
||||
this.convention = "USD_FIXED_6M_LIBOR_3M";
|
||||
this.buySell = "BUY";
|
||||
this.notional = "1000000";
|
||||
this.fixedRate = "0.015";
|
||||
}
|
||||
return DealParams;
|
||||
}());
|
||||
var CreateTradeComponent = (function () {
|
||||
function CreateTradeComponent(irsService, nodeService, location, router, httpWrapperService) {
|
||||
var _this = this;
|
||||
this.irsService = irsService;
|
||||
this.nodeService = nodeService;
|
||||
this.location = location;
|
||||
this.router = router;
|
||||
this.httpWrapperService = httpWrapperService;
|
||||
this.formError = "";
|
||||
this.createDeal = function () {
|
||||
var that = _this;
|
||||
_this.httpWrapperService.putWithCounterparty("trades", _this.deal)
|
||||
.toPromise().then(function () {
|
||||
_this.router.navigateByUrl("/view-trade/" + _this.deal.id);
|
||||
}).catch(function (error) {
|
||||
that.formError = error;
|
||||
});
|
||||
};
|
||||
this.dayCountBasisLookup = Object.keys(this.irsService.lookupTable);
|
||||
this.deal = new DealParams();
|
||||
this.deal.tradeDate = this.nodeService.formatDateForNode(new Date());
|
||||
this.deal.startDate = this.nodeService.formatDateForNode(new Date());
|
||||
this.deal.endDate = this.nodeService.formatDateForNode(new Date(2020, 1, 1));
|
||||
this.deal.convention = "EUR_FIXED_1Y_EURIBOR_3M";
|
||||
this.deal.description = "description";
|
||||
}
|
||||
CreateTradeComponent.prototype.ngOnInit = function () { };
|
||||
CreateTradeComponent = __decorate([
|
||||
core_1.Component({
|
||||
moduleId: module.id,
|
||||
selector: 'app-create-trade',
|
||||
templateUrl: 'create-trade.component.html',
|
||||
styleUrls: ['../app.component.css', 'create-trade.component.css'],
|
||||
providers: [irs_service_1.IRSService, node_service_1.NodeService, common_1.Location]
|
||||
}),
|
||||
__metadata('design:paramtypes', [irs_service_1.IRSService, node_service_1.NodeService, common_1.Location, router_1.Router, http_wrapper_service_1.HttpWrapperService])
|
||||
], CreateTradeComponent);
|
||||
return CreateTradeComponent;
|
||||
}());
|
||||
exports.CreateTradeComponent = CreateTradeComponent;
|
||||
//# sourceMappingURL=create-trade.component.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"create-trade.component.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/create-trade/create-trade.component.ts"],"names":[],"mappings":";;;;;;;;;;AAAA,qBAAkC,eAAe,CAAC,CAAA;AAClD,4BAA2B,gBAAgB,CAAC,CAAA;AAC5C,6BAA4B,iBAAiB,CAAC,CAAA;AAC9C,uBAAyB,iBAAiB,CAAC,CAAA;AAC3C,uBAAuB,iBAAiB,CAAC,CAAA;AACzC,qCAAmC,yBAAyB,CAAC,CAAA;AAE7D;IAAA;QACE,OAAE,GAAW,MAAG,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,GAAG,CAAC,CAAC,CAAE,CAAC;QAI1D,eAAU,GAAW,uBAAuB,CAAC;QAG7C,YAAO,GAAW,KAAK,CAAC;QACxB,aAAQ,GAAW,SAAS,CAAC;QAC7B,cAAS,GAAW,OAAO,CAAC;IAC9B,CAAC;IAAD,iBAAC;AAAD,CAAC,AAXD,IAWC;AASD;IAKE,8BACU,UAAsB,EACtB,WAAwB,EACxB,QAAkB,EAClB,MAAc,EACd,kBAAsC;QAVlD,iBAiCC;QA3BW,eAAU,GAAV,UAAU,CAAY;QACtB,gBAAW,GAAX,WAAW,CAAa;QACxB,aAAQ,GAAR,QAAQ,CAAU;QAClB,WAAM,GAAN,MAAM,CAAQ;QACd,uBAAkB,GAAlB,kBAAkB,CAAoB;QAPhD,cAAS,GAAW,EAAE,CAAC;QAoBvB,eAAU,GAAG;YACX,IAAI,IAAI,GAAG,KAAI,CAAC;YAChB,KAAI,CAAC,kBAAkB,CAAC,mBAAmB,CAAC,QAAQ,EAAE,KAAI,CAAC,IAAI,CAAC;iBAC7D,SAAS,EAAE,CAAC,IAAI,CAAC;gBAChB,KAAI,CAAC,MAAM,CAAC,aAAa,CAAC,iBAAe,KAAI,CAAC,IAAI,CAAC,EAAI,CAAC,CAAC;YAC3D,CAAC,CAAC,CAAC,KAAK,CAAC,UAAC,KAAK;gBACb,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;YACzB,CAAC,CAAC,CAAC;QACP,CAAC,CAAC;QAnBA,IAAI,CAAC,mBAAmB,GAAG,MAAM,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,CAAC;QACpE,IAAI,CAAC,IAAI,GAAG,IAAI,UAAU,EAAE,CAAC;QAC7B,IAAI,CAAC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,WAAW,CAAC,iBAAiB,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,WAAW,CAAC,iBAAiB,CAAC,IAAI,IAAI,EAAE,CAAC,CAAC;QACrE,IAAI,CAAC,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,WAAW,CAAC,iBAAiB,CAAC,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAC7E,IAAI,CAAC,IAAI,CAAC,UAAU,GAAG,yBAAyB,CAAC;QACjD,IAAI,CAAC,IAAI,CAAC,WAAW,GAAG,aAAa,CAAC;IACxC,CAAC;IAED,uCAAQ,GAAR,cAAY,CAAC;IA5Bf;QAAC,gBAAS,CAAC;YACT,QAAQ,EAAE,MAAM,CAAC,EAAE;YACnB,QAAQ,EAAE,kBAAkB;YAC5B,WAAW,EAAE,6BAA6B;YAC1C,SAAS,EAAE,CAAC,sBAAsB,EAAE,4BAA4B,CAAC;YACjE,SAAS,EAAE,CAAC,wBAAU,EAAE,0BAAW,EAAE,iBAAQ,CAAC;SAC/C,CAAC;;4BAAA;IAkCF,2BAAC;AAAD,CAAC,AAjCD,IAiCC;AAjCY,4BAAoB,uBAiChC,CAAA","sourcesContent":["import { Component, OnInit } from '@angular/core';\nimport { IRSService } from '../irs.service';\nimport { NodeService } from '../node.service';\nimport { Location } from '@angular/common';\nimport { Router } from '@angular/router';\nimport { HttpWrapperService } from '../http-wrapper.service';\n\nclass DealParams {\n id: string = `${100 + Math.floor((Math.random() * 900))}`;\n description: string;\n counterparty: string;\n tradeDate: string;\n convention: string = \"USD_FIXED_6M_LIBOR_3M\";\n startDate: string;\n endDate: string;\n buySell: string = \"BUY\";\n notional: string = \"1000000\";\n fixedRate: string = \"0.015\";\n}\n\n@Component({\n moduleId: module.id,\n selector: 'app-create-trade',\n templateUrl: 'create-trade.component.html',\n styleUrls: ['../app.component.css', 'create-trade.component.css'],\n providers: [IRSService, NodeService, Location]\n})\nexport class CreateTradeComponent implements OnInit {\n dayCountBasisLookup: string[];\n deal: DealParams;\n formError: string = \"\";\n\n constructor(\n private irsService: IRSService,\n private nodeService: NodeService,\n private location: Location,\n private router: Router,\n private httpWrapperService: HttpWrapperService\n ) {\n this.dayCountBasisLookup = Object.keys(this.irsService.lookupTable);\n this.deal = new DealParams();\n this.deal.tradeDate = this.nodeService.formatDateForNode(new Date());\n this.deal.startDate = this.nodeService.formatDateForNode(new Date());\n this.deal.endDate = this.nodeService.formatDateForNode(new Date(2020, 1, 1));\n this.deal.convention = \"EUR_FIXED_1Y_EURIBOR_3M\";\n this.deal.description = \"description\";\n }\n\n ngOnInit() {}\n\n createDeal = () => {\n var that = this;\n this.httpWrapperService.putWithCounterparty(\"trades\", this.deal)\n .toPromise().then(() => {\n this.router.navigateByUrl(`/view-trade/${this.deal.id}`);\n }).catch((error) => {\n that.formError = error;\n });\n };\n\n}\n"]}
|
||||
@ -1,9 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
describe('Component: CreateTrade', function () {
|
||||
it('should create an instance', function () {
|
||||
//let component = new CreateTradeComponent();
|
||||
//expect(component).toBeTruthy();
|
||||
});
|
||||
});
|
||||
//# sourceMappingURL=create-trade.component.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"create-trade.component.spec.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/create-trade/create-trade.component.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAOvC,QAAQ,CAAC,wBAAwB,EAAE;IACjC,EAAE,CAAC,2BAA2B,EAAE;QAC9B,6CAA6C;QAC7C,iCAAiC;IACnC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { By } from '@angular/platform-browser';\nimport { DebugElement } from '@angular/core';\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { CreateTradeComponent } from './create-trade.component';\n\ndescribe('Component: CreateTrade', () => {\n it('should create an instance', () => {\n //let component = new CreateTradeComponent();\n //expect(component).toBeTruthy();\n });\n});\n"]}
|
||||
@ -1,6 +0,0 @@
|
||||
"use strict";
|
||||
function __export(m) {
|
||||
for (var p in m) if (!exports.hasOwnProperty(p)) exports[p] = m[p];
|
||||
}
|
||||
__export(require('./create-trade.component'));
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/create-trade/index.ts"],"names":[],"mappings":";;;;AAAA,iBAAc,0BAA0B,CAAC,EAAA","sourcesContent":["export * from './create-trade.component';\n"]}
|
||||
@ -1 +0,0 @@
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/create-trade/shared/index.ts"],"names":[],"mappings":"","sourcesContent":[""]}
|
||||
@ -1,6 +0,0 @@
|
||||
"use strict";
|
||||
exports.environment = {
|
||||
production: false,
|
||||
APIPath: "/api/simmvaluationdemo/"
|
||||
};
|
||||
//# sourceMappingURL=environment.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"environment.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/environment.ts"],"names":[],"mappings":";AAAa,mBAAW,GAAG;IACzB,UAAU,EAAE,KAAK;IACjB,OAAO,EAAE,yBAAyB;CACnC,CAAC","sourcesContent":["export const environment = {\n production: false,\n APIPath: \"/api/simmvaluationdemo/\"\n};\n"]}
|
||||
@ -1,115 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var router_1 = require('@angular/router');
|
||||
var http_1 = require('@angular/http');
|
||||
var environment_1 = require('./environment');
|
||||
var Rx_1 = require('rxjs/Rx');
|
||||
var HttpWrapperService = (function () {
|
||||
function HttpWrapperService(http, router) {
|
||||
var _this = this;
|
||||
this.http = http;
|
||||
this.router = router;
|
||||
this.newCounterparty = new core_1.EventEmitter();
|
||||
this.step = 0;
|
||||
// because components listen on newCounterparty,
|
||||
// they need to know there is a new value when view is switched
|
||||
router.events.subscribe(function (event) {
|
||||
if (event instanceof router_1.NavigationEnd) {
|
||||
_this.emitNewCounterparty();
|
||||
}
|
||||
});
|
||||
}
|
||||
//new CP events
|
||||
HttpWrapperService.prototype.emitNewCounterparty = function () {
|
||||
if (this.counterparty) {
|
||||
this.newCounterparty.emit({
|
||||
value: this.counterparty
|
||||
});
|
||||
}
|
||||
};
|
||||
// end new CP events
|
||||
// CP getter and setter
|
||||
HttpWrapperService.prototype.setCounterparty = function (cp) {
|
||||
this.counterparty = cp;
|
||||
this.emitNewCounterparty();
|
||||
return cp; //chainable
|
||||
};
|
||||
HttpWrapperService.prototype.getCounterparty = function () {
|
||||
return this.counterparty;
|
||||
};
|
||||
// end CP getter and setter
|
||||
// HTTP helpers
|
||||
HttpWrapperService.prototype.getPath = function (resource) {
|
||||
return environment_1.environment.APIPath + resource;
|
||||
};
|
||||
// end HTTP helpers
|
||||
// HTTP methods
|
||||
HttpWrapperService.prototype.getWithCounterparty = function (resource) {
|
||||
return this.http.get(this.getPath(this.counterparty + "/" + resource)).map(function (res) { return res.json(); });
|
||||
};
|
||||
HttpWrapperService.prototype.postWithCounterparty = function (resource, data) {
|
||||
return this.http.post(this.getPath(this.counterparty + "/" + resource), data).map(function (res) { return res.json(); });
|
||||
};
|
||||
HttpWrapperService.prototype.putWithCounterparty = function (resource, data) {
|
||||
return this.http.put(this.getPath(this.counterparty + "/" + resource), data).map(function (res) { return res.json(); });
|
||||
};
|
||||
HttpWrapperService.prototype.getAbsolute = function (resource) {
|
||||
return this.http.get(this.getPath(resource)).map(function (res) { return res.json(); });
|
||||
};
|
||||
HttpWrapperService.prototype.updateDelayedData = function (data) {
|
||||
if (!data.portfolio) {
|
||||
return; // data hasn't fully returned yet, don't do anything
|
||||
}
|
||||
var delayedData = {};
|
||||
if (this.step > 0) {
|
||||
delayedData.portfolio = data.portfolio;
|
||||
delayedData.portfolio.agreed = (this.step > 1);
|
||||
}
|
||||
if (this.step > 2) {
|
||||
delayedData.marketData = data.marketData;
|
||||
delayedData.marketData.agreed = (this.step > 3);
|
||||
}
|
||||
if (this.step > 4) {
|
||||
delayedData.sensitivities = data.sensitivities;
|
||||
delayedData.sensitivities.agreed = (this.step > 5);
|
||||
}
|
||||
if (this.step > 6) {
|
||||
delayedData.initialMargin = data.initialMargin;
|
||||
delayedData.initialMargin.agreed = (this.step > 7);
|
||||
}
|
||||
if (this.step > 8) {
|
||||
delayedData.confirmation = data.confirmation;
|
||||
delayedData.confirmation.agreed = (this.step > 9);
|
||||
}
|
||||
if (this.step == 10) {
|
||||
this.subscription.unsubscribe();
|
||||
}
|
||||
return delayedData;
|
||||
};
|
||||
HttpWrapperService.prototype.startDelayedTimer = function () {
|
||||
var _this = this;
|
||||
this.step = 0;
|
||||
// every x second, update data
|
||||
var timer = Rx_1.Observable.timer(1000, 2000);
|
||||
this.subscription = timer.subscribe(function (t) { _this.step++; });
|
||||
};
|
||||
HttpWrapperService.prototype.getDelayedData = function (data) {
|
||||
return this.updateDelayedData(data);
|
||||
};
|
||||
HttpWrapperService = __decorate([
|
||||
core_1.Injectable(),
|
||||
__metadata('design:paramtypes', [http_1.Http, router_1.Router])
|
||||
], HttpWrapperService);
|
||||
return HttpWrapperService;
|
||||
}());
|
||||
exports.HttpWrapperService = HttpWrapperService;
|
||||
//# sourceMappingURL=http-wrapper.service.js.map
|
||||
File diff suppressed because one or more lines are too long
@ -1,13 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
var testing_1 = require('@angular/core/testing');
|
||||
var http_wrapper_service_1 = require('./http-wrapper.service');
|
||||
describe('Service: HttpWrapper', function () {
|
||||
beforeEach(function () {
|
||||
testing_1.addProviders([http_wrapper_service_1.HttpWrapperService]);
|
||||
});
|
||||
it('should ...', testing_1.inject([http_wrapper_service_1.HttpWrapperService], function (service) {
|
||||
expect(service).toBeTruthy();
|
||||
}));
|
||||
});
|
||||
//# sourceMappingURL=http-wrapper.service.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"http-wrapper.service.spec.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/http-wrapper.service.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAEvC,wBAA4C,uBAAuB,CAAC,CAAA;AACpE,qCAAmC,wBAAwB,CAAC,CAAA;AAE5D,QAAQ,CAAC,sBAAsB,EAAE;IAC/B,UAAU,CAAC;QACT,sBAAY,CAAC,CAAC,yCAAkB,CAAC,CAAC,CAAC;IACrC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,YAAY,EACb,gBAAM,CAAC,CAAC,yCAAkB,CAAC,EACzB,UAAC,OAA2B;QAC1B,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;IAC/B,CAAC,CAAC,CAAC,CAAC;AACV,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { HttpWrapperService } from './http-wrapper.service';\n\ndescribe('Service: HttpWrapper', () => {\n beforeEach(() => {\n addProviders([HttpWrapperService]);\n });\n\n it('should ...',\n inject([HttpWrapperService],\n (service: HttpWrapperService) => {\n expect(service).toBeTruthy();\n }));\n});\n"]}
|
||||
@ -1,7 +0,0 @@
|
||||
"use strict";
|
||||
function __export(m) {
|
||||
for (var p in m) if (!exports.hasOwnProperty(p)) exports[p] = m[p];
|
||||
}
|
||||
__export(require('./environment'));
|
||||
__export(require('./app.component'));
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/index.ts"],"names":[],"mappings":";;;;AAAA,iBAAc,eAAe,CAAC,EAAA;AAC9B,iBAAc,iBAAiB,CAAC,EAAA","sourcesContent":["export * from './environment';\nexport * from './app.component';\n"]}
|
||||
@ -1,43 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var DayCountBasis = (function () {
|
||||
function DayCountBasis(day, year) {
|
||||
this.day = day;
|
||||
this.year = year;
|
||||
}
|
||||
return DayCountBasis;
|
||||
}());
|
||||
exports.DayCountBasis = DayCountBasis;
|
||||
var IRSService = (function () {
|
||||
function IRSService() {
|
||||
var _this = this;
|
||||
this.lookupTable = {
|
||||
"30/360": new DayCountBasis("D30", "Y360"),
|
||||
"30E/360": new DayCountBasis("D30E", "Y360"),
|
||||
"ACT/360": new DayCountBasis("DActual", "Y360"),
|
||||
"ACT/365 Fixed": new DayCountBasis("DActual", "Y365F"),
|
||||
"ACT/365 L": new DayCountBasis("DActual", "Y365L"),
|
||||
"ACT/ACT ISDA": new DayCountBasis("DActual", "YISDA"),
|
||||
"ACT/ACT ICMA": new DayCountBasis("DActual", "YICMA")
|
||||
};
|
||||
this.lookupDayCountBasis = function (shorthand) {
|
||||
return _this.lookupTable[shorthand];
|
||||
};
|
||||
}
|
||||
IRSService = __decorate([
|
||||
core_1.Injectable(),
|
||||
__metadata('design:paramtypes', [])
|
||||
], IRSService);
|
||||
return IRSService;
|
||||
}());
|
||||
exports.IRSService = IRSService;
|
||||
//# sourceMappingURL=irs.service.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"irs.service.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/irs.service.ts"],"names":[],"mappings":";;;;;;;;;;AAAA,qBAA2B,eAAe,CAAC,CAAA;AAE3C;IACE,uBAAmB,GAAW,EAAS,IAAY;QAAhC,QAAG,GAAH,GAAG,CAAQ;QAAS,SAAI,GAAJ,IAAI,CAAQ;IAAG,CAAC;IACzD,oBAAC;AAAD,CAAC,AAFD,IAEC;AAFY,qBAAa,gBAEzB,CAAA;AAGD;IAWE;QAXF,iBAiBC;QAhBC,gBAAW,GAAG;YACZ,QAAQ,EAAE,IAAI,aAAa,CAAC,KAAK,EAAE,MAAM,CAAC;YAC1C,SAAS,EAAE,IAAI,aAAa,CAAC,MAAM,EAAE,MAAM,CAAC;YAC5C,SAAS,EAAE,IAAI,aAAa,CAAC,SAAS,EAAE,MAAM,CAAC;YAC/C,eAAe,EAAE,IAAI,aAAa,CAAC,SAAS,EAAE,OAAO,CAAC;YACtD,WAAW,EAAE,IAAI,aAAa,CAAC,SAAS,EAAE,OAAO,CAAC;YAClD,cAAc,EAAE,IAAI,aAAa,CAAC,SAAS,EAAE,OAAO,CAAC;YACrD,cAAc,EAAE,IAAI,aAAa,CAAC,SAAS,EAAE,OAAO,CAAC;SACtD,CAAA;QAID,wBAAmB,GAAa,UAAC,SAAiB;YAChD,MAAM,CAAC,KAAI,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;QACrC,CAAC,CAAA;IAJc,CAAC;IAZlB;QAAC,iBAAU,EAAE;;kBAAA;IAkBb,iBAAC;AAAD,CAAC,AAjBD,IAiBC;AAjBY,kBAAU,aAiBtB,CAAA","sourcesContent":["import { Injectable } from '@angular/core';\n\nexport class DayCountBasis {\n constructor(public day: string, public year: string) {}\n}\n\n@Injectable()\nexport class IRSService {\n lookupTable = {\n \"30/360\": new DayCountBasis(\"D30\", \"Y360\"),\n \"30E/360\": new DayCountBasis(\"D30E\", \"Y360\"),\n \"ACT/360\": new DayCountBasis(\"DActual\", \"Y360\"),\n \"ACT/365 Fixed\": new DayCountBasis(\"DActual\", \"Y365F\"),\n \"ACT/365 L\": new DayCountBasis(\"DActual\", \"Y365L\"),\n \"ACT/ACT ISDA\": new DayCountBasis(\"DActual\", \"YISDA\"),\n \"ACT/ACT ICMA\": new DayCountBasis(\"DActual\", \"YICMA\")\n }\n\n constructor() {}\n\n lookupDayCountBasis: Function = (shorthand: string) => {\n return this.lookupTable[shorthand];\n }\n\n}\n"]}
|
||||
@ -1,13 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
var testing_1 = require('@angular/core/testing');
|
||||
var irs_service_1 = require('./irs.service');
|
||||
describe('Service: IRS', function () {
|
||||
beforeEach(function () {
|
||||
testing_1.addProviders([irs_service_1.IRSService]);
|
||||
});
|
||||
it('should ...', testing_1.inject([irs_service_1.IRSService], function (service) {
|
||||
expect(service).toBeTruthy();
|
||||
}));
|
||||
});
|
||||
//# sourceMappingURL=irs.service.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"irs.service.spec.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/irs.service.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAEvC,wBAA4C,uBAAuB,CAAC,CAAA;AACpE,4BAA2B,eAAe,CAAC,CAAA;AAE3C,QAAQ,CAAC,cAAc,EAAE;IACvB,UAAU,CAAC;QACT,sBAAY,CAAC,CAAC,wBAAU,CAAC,CAAC,CAAC;IAC7B,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,YAAY,EACb,gBAAM,CAAC,CAAC,wBAAU,CAAC,EACjB,UAAC,OAAmB;QAClB,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;IAC/B,CAAC,CAAC,CAAC,CAAC;AACV,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { IRSService } from './irs.service';\n\ndescribe('Service: IRS', () => {\n beforeEach(() => {\n addProviders([IRSService]);\n });\n\n it('should ...',\n inject([IRSService],\n (service: IRSService) => {\n expect(service).toBeTruthy();\n }));\n});\n"]}
|
||||
@ -1,31 +0,0 @@
|
||||
"use strict";
|
||||
var CommonModel = (function () {
|
||||
function CommonModel() {
|
||||
this.baseCurrency = null;
|
||||
this.eligibleCreditSupport = null;
|
||||
this.independentAmounts = {
|
||||
token: ""
|
||||
};
|
||||
this.threshold = {
|
||||
token: ""
|
||||
};
|
||||
this.minimumTransferAmount = {
|
||||
token: ""
|
||||
};
|
||||
this.rounding = {
|
||||
token: ""
|
||||
};
|
||||
this.valuationDate = null;
|
||||
this.notificationTime = null;
|
||||
this.resolutionTime = null;
|
||||
this.interestRate = null;
|
||||
this.addressForTransfers = null;
|
||||
this.exposure = null;
|
||||
this.localBusinessDay = null;
|
||||
this.dailyInterestAmount = null;
|
||||
this.tradeID = null;
|
||||
}
|
||||
return CommonModel;
|
||||
}());
|
||||
exports.CommonModel = CommonModel;
|
||||
//# sourceMappingURL=CommonModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"CommonModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/model/CommonModel.ts"],"names":[],"mappings":";AAAA;IAAA;QACE,iBAAY,GAAW,IAAI,CAAC;QAC5B,0BAAqB,GAAW,IAAI,CAAC;QACrC,uBAAkB,GAAG;YACnB,KAAK,EAAE,EAAE;SACV,CAAC;QACF,cAAS,GAAG;YACV,KAAK,EAAE,EAAE;SACV,CAAC;QACF,0BAAqB,GAAG;YACtB,KAAK,EAAE,EAAE;SACV,CAAC;QACF,aAAQ,GAAG;YACT,KAAK,EAAE,EAAE;SACV,CAAC;QACF,kBAAa,GAAW,IAAI,CAAC;QAC7B,qBAAgB,GAAW,IAAI,CAAC;QAChC,mBAAc,GAAW,IAAI,CAAC;QAC9B,iBAAY,GAAW,IAAI,CAAC;QAC5B,wBAAmB,GAAW,IAAI,CAAC;QACnC,aAAQ,GAAW,IAAI,CAAC;QACxB,qBAAgB,GAAW,IAAI,CAAC;QAChC,wBAAmB,GAAW,IAAI,CAAC;QACnC,YAAO,GAAW,IAAI,CAAC;IAEzB,CAAC;IAAD,kBAAC;AAAD,CAAC,AAzBD,IAyBC;AAzBY,mBAAW,cAyBvB,CAAA","sourcesContent":["export class CommonModel {\n baseCurrency: string = null;\n eligibleCreditSupport: string = null;\n independentAmounts = {\n token: \"\"\n };\n threshold = {\n token: \"\"\n };\n minimumTransferAmount = {\n token: \"\"\n };\n rounding = {\n token: \"\"\n };\n valuationDate: string = null;\n notificationTime: string = null;\n resolutionTime: string = null;\n interestRate: Object = null;\n addressForTransfers: string = null;\n exposure: Object = null;\n localBusinessDay: Object = null;\n dailyInterestAmount: string = null;\n tradeID: string = null;\n eligibleCurrency: string;\n}\n"]}
|
||||
@ -1,23 +0,0 @@
|
||||
"use strict";
|
||||
var FixedLegModel = (function () {
|
||||
function FixedLegModel() {
|
||||
this.fixedRatePayer = null;
|
||||
this.notional = {
|
||||
token: ""
|
||||
};
|
||||
this.paymentFrequency = null;
|
||||
this.effectiveDate = null;
|
||||
this.terminationDate = null;
|
||||
this.fixedRate = null;
|
||||
this.dayCountBasisDay = null;
|
||||
this.dayCountBasisYear = null;
|
||||
this.rollConvention = null;
|
||||
this.dayInMonth = null;
|
||||
this.paymentRule = null;
|
||||
this.paymentCalendar = null;
|
||||
this.interestPeriodAdjustment = null;
|
||||
}
|
||||
return FixedLegModel;
|
||||
}());
|
||||
exports.FixedLegModel = FixedLegModel;
|
||||
//# sourceMappingURL=FixedLegModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"FixedLegModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/model/FixedLegModel.ts"],"names":[],"mappings":";AAAA;IAAA;QACE,mBAAc,GAAW,IAAI,CAAC;QAC9B,aAAQ,GAAG;YACT,KAAK,EAAE,EAAE;SACV,CAAC;QACF,qBAAgB,GAAW,IAAI,CAAC;QAChC,kBAAa,GAAW,IAAI,CAAC;QAC7B,oBAAe,GAAW,IAAI,CAAC;QAC/B,cAAS,GAAW,IAAI,CAAC;QACzB,qBAAgB,GAAW,IAAI,CAAC;QAChC,sBAAiB,GAAW,IAAI,CAAC;QACjC,mBAAc,GAAW,IAAI,CAAC;QAC9B,eAAU,GAAW,IAAI,CAAC;QAC1B,gBAAW,GAAW,IAAI,CAAC;QAC3B,oBAAe,GAAW,IAAI,CAAC;QAC/B,6BAAwB,GAAW,IAAI,CAAC;IAC1C,CAAC;IAAD,oBAAC;AAAD,CAAC,AAhBD,IAgBC;AAhBY,qBAAa,gBAgBzB,CAAA","sourcesContent":["export class FixedLegModel {\n fixedRatePayer: string = null;\n notional = {\n token: \"\"\n };\n paymentFrequency: string = null;\n effectiveDate: string = null;\n terminationDate: string = null;\n fixedRate: Object = null;\n dayCountBasisDay: string = null;\n dayCountBasisYear: string = null;\n rollConvention: string = null;\n dayInMonth: number = null;\n paymentRule: string = null;\n paymentCalendar: string = null;\n interestPeriodAdjustment: string = null;\n}\n"]}
|
||||
@ -1,34 +0,0 @@
|
||||
"use strict";
|
||||
var FloatingLegModel = (function () {
|
||||
function FloatingLegModel() {
|
||||
this.floatingRatePayer = null;
|
||||
this.notional = {
|
||||
token: ""
|
||||
};
|
||||
this.paymentFrequency = null;
|
||||
this.effectiveDate = null;
|
||||
this.terminationDate = null;
|
||||
this.dayCountBasisDay = null;
|
||||
this.dayCountBasisYear = null;
|
||||
this.rollConvention = null;
|
||||
this.fixingRollConvention = null;
|
||||
this.dayInMonth = null;
|
||||
this.resetDayInMonth = null;
|
||||
this.paymentRule = null;
|
||||
this.paymentDelay = null;
|
||||
this.interestPeriodAdjustment = null;
|
||||
this.fixingPeriodOffset = null;
|
||||
this.resetRule = null;
|
||||
this.fixingsPerPayment = null;
|
||||
this.indexSource = null;
|
||||
this.index = null;
|
||||
this.indexTenor = {
|
||||
name: ""
|
||||
};
|
||||
this.fixingCalendar = [];
|
||||
this.paymentCalendar = [];
|
||||
}
|
||||
return FloatingLegModel;
|
||||
}());
|
||||
exports.FloatingLegModel = FloatingLegModel;
|
||||
//# sourceMappingURL=FloatingLegModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"FloatingLegModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/model/FloatingLegModel.ts"],"names":[],"mappings":";AAAA;IAAA;QACE,sBAAiB,GAAW,IAAI,CAAC;QACjC,aAAQ,GAAG;YACT,KAAK,EAAE,EAAE;SACV,CAAC;QACF,qBAAgB,GAAW,IAAI,CAAC;QAChC,kBAAa,GAAW,IAAI,CAAC;QAC7B,oBAAe,GAAW,IAAI,CAAC;QAC/B,qBAAgB,GAAW,IAAI,CAAC;QAChC,sBAAiB,GAAW,IAAI,CAAC;QACjC,mBAAc,GAAW,IAAI,CAAC;QAC9B,yBAAoB,GAAW,IAAI,CAAC;QACpC,eAAU,GAAW,IAAI,CAAC;QAC1B,oBAAe,GAAW,IAAI,CAAC;QAC/B,gBAAW,GAAW,IAAI,CAAC;QAC3B,iBAAY,GAAW,IAAI,CAAC;QAC5B,6BAAwB,GAAW,IAAI,CAAC;QACxC,uBAAkB,GAAW,IAAI,CAAC;QAClC,cAAS,GAAW,IAAI,CAAC;QACzB,sBAAiB,GAAW,IAAI,CAAC;QACjC,gBAAW,GAAW,IAAI,CAAC;QAC3B,UAAK,GAAW,IAAI,CAAC;QACrB,eAAU,GAAG;YACX,IAAI,EAAE,EAAE;SACT,CAAC;QACF,mBAAc,GAAa,EAAE,CAAC;QAC9B,oBAAe,GAAa,EAAE,CAAC;IACjC,CAAC;IAAD,uBAAC;AAAD,CAAC,AA3BD,IA2BC;AA3BY,wBAAgB,mBA2B5B,CAAA","sourcesContent":["export class FloatingLegModel {\n floatingRatePayer: string = null;\n notional = {\n token: \"\"\n };\n paymentFrequency: string = null;\n effectiveDate: string = null;\n terminationDate: string = null;\n dayCountBasisDay: string = null;\n dayCountBasisYear: string = null;\n rollConvention: string = null;\n fixingRollConvention: string = null;\n dayInMonth: string = null;\n resetDayInMonth: string = null;\n paymentRule: string = null;\n paymentDelay: string = null;\n interestPeriodAdjustment: string = null;\n fixingPeriodOffset: string = null;\n resetRule: string = null;\n fixingsPerPayment: string = null;\n indexSource: string = null;\n index: string = null;\n indexTenor = {\n name: \"\"\n };\n fixingCalendar: string[] = [];\n paymentCalendar: string[] = [];\n}\n"]}
|
||||
@ -1,51 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var curLoading = {};
|
||||
var load = function (type, promise) {
|
||||
curLoading[type] = true;
|
||||
return promise.then(function (arg) {
|
||||
curLoading[type] = false;
|
||||
return arg;
|
||||
}, function (arg) {
|
||||
curLoading[type] = false;
|
||||
throw arg;
|
||||
});
|
||||
};
|
||||
var http_wrapper_service_1 = require('./http-wrapper.service');
|
||||
var NodeService = (function () {
|
||||
function NodeService(httpWrapperService) {
|
||||
var _this = this;
|
||||
this.httpWrapperService = httpWrapperService;
|
||||
this.formatDateForNode = function (date) {
|
||||
// Produces yyyy-dd-mm. JS is missing proper date formatting libs
|
||||
var day = ("0" + (date.getDate())).slice(-2);
|
||||
var month = ("0" + (date.getMonth() + 1)).slice(-2);
|
||||
return date.getFullYear() + "-" + month + "-" + day;
|
||||
};
|
||||
this.getDeal = function (dealId) {
|
||||
return load('deal' + dealId, _this.httpWrapperService.getWithCounterparty('trades/' + dealId).toPromise())
|
||||
.then(function (resp) {
|
||||
// Do some data modification to simplify the model
|
||||
var deal = resp;
|
||||
deal.fixedLeg.fixedRate.value = (deal.fixedLeg.fixedRate.value * 100).toString().slice(0, 6);
|
||||
return deal;
|
||||
});
|
||||
};
|
||||
}
|
||||
NodeService = __decorate([
|
||||
core_1.Injectable(),
|
||||
__metadata('design:paramtypes', [http_wrapper_service_1.HttpWrapperService])
|
||||
], NodeService);
|
||||
return NodeService;
|
||||
}());
|
||||
exports.NodeService = NodeService;
|
||||
//# sourceMappingURL=node.service.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"node.service.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/node.service.ts"],"names":[],"mappings":";;;;;;;;;;AAAA,qBAA2B,eAAe,CAAC,CAAA;AAG3C,IAAI,UAAU,GAAG,EAAE,CAAC;AAEpB,IAAI,IAAI,GAAG,UAAC,IAAI,EAAE,OAAO;IACvB,UAAU,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC;IACxB,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC,UAAC,GAAG;QACtB,UAAU,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC;QACzB,MAAM,CAAC,GAAG,CAAC;IACb,CAAC,EAAE,UAAC,GAAG;QACL,UAAU,CAAC,IAAI,CAAC,GAAG,KAAK,CAAC;QACzB,MAAM,GAAG,CAAC;IACZ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC;AACF,qCAAmC,wBAAwB,CAAC,CAAA;AAG5D;IACE,qBAAoB,kBAAsC;QAD5D,iBAmBC;QAlBqB,uBAAkB,GAAlB,kBAAkB,CAAoB;QAE1D,sBAAiB,GAAa,UAAC,IAAI;YACjC,iEAAiE;YACjE,IAAI,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7C,IAAI,KAAK,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;YACpD,MAAM,CAAI,IAAI,CAAC,WAAW,EAAE,SAAI,KAAK,SAAI,GAAK,CAAC;QACjD,CAAC,CAAC;QAEF,YAAO,GAAa,UAAC,MAAM;YACzB,MAAM,CAAC,IAAI,CAAC,MAAM,GAAG,MAAM,EAAE,KAAI,CAAC,kBAAkB,CAAC,mBAAmB,CAAC,SAAS,GAAG,MAAM,CAAC,CAAC,SAAS,EAAE,CAAC;iBACtG,IAAI,CAAC,UAAC,IAAI;gBACT,kDAAkD;gBAClD,IAAI,IAAI,GAAG,IAAI,CAAC;gBAChB,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,KAAK,GAAG,CAAC,IAAI,CAAC,QAAQ,CAAC,SAAS,CAAC,KAAK,GAAG,GAAG,CAAC,CAAC,QAAQ,EAAE,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;gBAC7F,MAAM,CAAC,IAAI,CAAC;YACd,CAAC,CAAC,CAAC;QACP,CAAC,CAAC;IAjB2D,CAAC;IAFhE;QAAC,iBAAU,EAAE;;mBAAA;IAoBb,kBAAC;AAAD,CAAC,AAnBD,IAmBC;AAnBY,mBAAW,cAmBvB,CAAA","sourcesContent":["import { Injectable } from '@angular/core';\nimport { Deal } from './Deal'\nimport { Observable } from 'rxjs/Rx';\nlet curLoading = {};\n\nlet load = (type, promise) => {\n curLoading[type] = true;\n return promise.then((arg) => {\n curLoading[type] = false;\n return arg;\n }, (arg) => {\n curLoading[type] = false;\n throw arg;\n });\n};\nimport { HttpWrapperService } from './http-wrapper.service';\n\n@Injectable()\nexport class NodeService {\n constructor(private httpWrapperService: HttpWrapperService) {}\n\n formatDateForNode: Function = (date) => {\n // Produces yyyy-dd-mm. JS is missing proper date formatting libs\n let day = (\"0\" + (date.getDate())).slice(-2);\n let month = (\"0\" + (date.getMonth() + 1)).slice(-2);\n return `${date.getFullYear()}-${month}-${day}`;\n };\n\n getDeal: Function = (dealId) => {\n return load('deal' + dealId, this.httpWrapperService.getWithCounterparty('trades/' + dealId).toPromise())\n .then((resp) => {\n // Do some data modification to simplify the model\n let deal = resp;\n deal.fixedLeg.fixedRate.value = (deal.fixedLeg.fixedRate.value * 100).toString().slice(0, 6);\n return deal;\n });\n };\n}\n"]}
|
||||
@ -1,13 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
var testing_1 = require('@angular/core/testing');
|
||||
var node_service_1 = require('./node.service');
|
||||
describe('Service: Node', function () {
|
||||
beforeEach(function () {
|
||||
testing_1.addProviders([node_service_1.NodeService]);
|
||||
});
|
||||
it('should ...', testing_1.inject([node_service_1.NodeService], function (service) {
|
||||
expect(service).toBeTruthy();
|
||||
}));
|
||||
});
|
||||
//# sourceMappingURL=node.service.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"node.service.spec.js","sourceRoot":"","sources":["../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/node.service.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAEvC,wBAA4C,uBAAuB,CAAC,CAAA;AACpE,6BAA4B,gBAAgB,CAAC,CAAA;AAE7C,QAAQ,CAAC,eAAe,EAAE;IACxB,UAAU,CAAC;QACT,sBAAY,CAAC,CAAC,0BAAW,CAAC,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,YAAY,EACb,gBAAM,CAAC,CAAC,0BAAW,CAAC,EAClB,UAAC,OAAoB;QACnB,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;IAC/B,CAAC,CAAC,CAAC,CAAC;AACV,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { NodeService } from './node.service';\n\ndescribe('Service: Node', () => {\n beforeEach(() => {\n addProviders([NodeService]);\n });\n\n it('should ...',\n inject([NodeService],\n (service: NodeService) => {\n expect(service).toBeTruthy();\n }));\n});\n"]}
|
||||
@ -1,6 +0,0 @@
|
||||
"use strict";
|
||||
function __export(m) {
|
||||
for (var p in m) if (!exports.hasOwnProperty(p)) exports[p] = m[p];
|
||||
}
|
||||
__export(require('./portfolio.component'));
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/portfolio/index.ts"],"names":[],"mappings":";;;;AAAA,iBAAc,uBAAuB,CAAC,EAAA","sourcesContent":["export * from './portfolio.component';\n"]}
|
||||
@ -1 +0,0 @@
|
||||
|
||||
@ -1,95 +0,0 @@
|
||||
<h2 *ngIf="businessDate">Portfolio valued at {{businessDate}}</h2>
|
||||
|
||||
<div *ngIf="!data" class="sk-three-bounce">
|
||||
<div class="sk-child sk-bounce1"></div>
|
||||
<div class="sk-child sk-bounce2"></div>
|
||||
<div class="sk-child sk-bounce3"></div>
|
||||
</div>
|
||||
|
||||
<!-- ng-if would break highcharts -->
|
||||
<tabset [ngClass]="{'invisible': !data}">
|
||||
<tab heading='Overview'>
|
||||
<div class="container">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-sm-6">
|
||||
<h3> Summary <small><span class="glyphicon glyphicon-info-sign" aria-hidden="true" popover="Grouped by Product and Currency" popoverPlacement="top" [popoverOnHover]="true"></span></small> </h3>
|
||||
|
||||
<table class="table table-striped table-bordered" id="summaries-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Product</th>
|
||||
<th>Currency</th>
|
||||
<th>Trades</th>
|
||||
<th>Net Amount</th>
|
||||
<th>IM</th>
|
||||
<th>MTM</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td>{{summaryTable.product}}</td>
|
||||
<td>{{summaryTable.currency}}</td>
|
||||
<td>{{summaryTable.trades}}</td>
|
||||
<td>{{summaryTable.notional | number}}</td>
|
||||
<td>{{summaryTable.im | number}}</td>
|
||||
<td>{{summaryTable.mtm | number}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-sm-6">
|
||||
<!-- <div style="height: 250px; margin-bottom: 0px;" id="IMVMHistorySummaryChart"></div> -->
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<h3> Trades <small><span class="glyphicon glyphicon-info-sign" aria-hidden="true" popover="Imminent IM is computed by calculating the IM of the entire portfolio and then repeating this calculation without the particular trade. Currency is the same for trade and collateral." popoverPlacement="top" [popoverOnHover]="true"></span></small> </h3>
|
||||
|
||||
<table class="table table-striped table-bordered" id="trades-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th *ngFor="let c of columns">{{c.title}}</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let r of rows">
|
||||
<td *ngFor="let c of columns" [innerHTML]="c.formatter(r[c.name])"></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
<pagination *ngIf="config.paging" class="pagination-sm" [(ngModel)]="page" [totalItems]="length" [itemsPerPage]="itemsPerPage" [maxSize]="maxSize" [boundaryLinks]="true" [rotate]="false" (pageChanged)="onChangeTable(config, $event)" (numPages)="numPages = $event"></pagination>
|
||||
</div>
|
||||
|
||||
</tab>
|
||||
|
||||
<!-- <tab heading='Historic'>
|
||||
<div class="row">
|
||||
|
||||
<div class="col-sm-6">
|
||||
<div id="IMVMHistoryChart"></div>
|
||||
</div>
|
||||
|
||||
<div class="col-sm-6">
|
||||
<div id="activeTradesChart"></div>
|
||||
</div>
|
||||
</div>
|
||||
</tab>
|
||||
|
||||
<tab heading='Analytics'>
|
||||
<div class="row">
|
||||
|
||||
<div class="col-sm-6">
|
||||
<div id="IMOverVMChart"></div>
|
||||
</div>
|
||||
|
||||
<div class="col-sm-6">
|
||||
<div id="tradesChart"></div>
|
||||
</div>
|
||||
</div>
|
||||
</tab> -->
|
||||
|
||||
</tabset>
|
||||
@ -1,466 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
/* beautify preserve:end */
|
||||
var core_1 = require('@angular/core');
|
||||
var ng2_bootstrap_1 = require('ng2-bootstrap/ng2-bootstrap');
|
||||
var ng2_popover_1 = require('ng2-popover');
|
||||
var directives_1 = require('@angular/forms/src/directives'); // https://github.com/valor-software/ng2-bootstrap/issues/782
|
||||
var common_1 = require('@angular/common');
|
||||
var ng2_bootstrap_2 = require('ng2-bootstrap/ng2-bootstrap');
|
||||
var ng2_table_1 = require('ng2-table/ng2-table');
|
||||
var http_wrapper_service_1 = require('../http-wrapper.service');
|
||||
var router_1 = require('@angular/router');
|
||||
var PortfolioComponent = (function () {
|
||||
function PortfolioComponent(httpWrapperService, router) {
|
||||
this.httpWrapperService = httpWrapperService;
|
||||
this.router = router;
|
||||
this.rows = [];
|
||||
this.columns = [
|
||||
// omitting the sort column on each column would result in no default sorting!
|
||||
{ title: 'ID', name: 'id', sort: '', formatter: this.IDFormatter },
|
||||
{ title: 'Product', name: 'product', sort: '', formatter: this.defaultFormatter },
|
||||
{ title: 'Type', name: 'buySell', sort: '', formatter: this.defaultFormatter },
|
||||
{ title: 'Trade Date', name: 'tradeDate', sort: 'desc', formatter: this.defaultFormatter },
|
||||
{ title: 'Effective Date', name: 'effectiveDate', sort: '', formatter: this.defaultFormatter },
|
||||
{ title: 'Maturity Date', name: 'maturityDate', sort: '', formatter: this.defaultFormatter },
|
||||
{ title: 'Currency', name: 'currency', sort: '', formatter: this.defaultFormatter },
|
||||
{ title: 'Notional', name: 'notional', sort: '', formatter: this.numberFormatter },
|
||||
{ title: 'IM Contribution', name: 'im', sort: '', formatter: this.numberFormatter },
|
||||
{ title: 'PV', name: 'mtm', sort: '', formatter: this.numberFormatter },
|
||||
{ title: 'Included in summary', name: 'marginedText', sort: '', formatter: this.defaultFormatter }
|
||||
];
|
||||
this.page = 1;
|
||||
this.itemsPerPage = 10;
|
||||
this.maxSize = 5;
|
||||
this.numPages = 1;
|
||||
this.length = 0;
|
||||
this.config = {
|
||||
paging: true,
|
||||
sorting: { columns: this.columns }
|
||||
};
|
||||
this.data = [];
|
||||
this.summaryTable = {
|
||||
product: "Vanilla IRS",
|
||||
currency: "EUR",
|
||||
trades: 0,
|
||||
notional: 0,
|
||||
im: 0,
|
||||
mtm: 0
|
||||
};
|
||||
}
|
||||
PortfolioComponent.prototype.IDFormatter = function (id) {
|
||||
return "<a href='/view-trade/" + id + "'>" + id + "</a>";
|
||||
};
|
||||
PortfolioComponent.prototype.defaultFormatter = function (value) {
|
||||
return value;
|
||||
};
|
||||
PortfolioComponent.prototype.numberFormatter = function (n) {
|
||||
if (!n) {
|
||||
return "";
|
||||
}
|
||||
var a = "" + n;
|
||||
a = a.replace(new RegExp("^(\\d{" + (a.length % 3 ? a.length % 3 : 0) + "})(\\d{3})", "g"), "$1 $2").replace(/(\d{3})+?/gi, "$1 ").trim();
|
||||
var sep = ",";
|
||||
a = a.replace(/\s/g, sep);
|
||||
return a;
|
||||
};
|
||||
PortfolioComponent.prototype.createTradesChart = function (TData) {
|
||||
var TFormat = 'Date: <b>{point.x:%Y-%m-%d}<b/><br>' + 'IM: <b>{point.y:,.0f}€<b/>';
|
||||
$('#tradesChart').highcharts('StockChart', {
|
||||
credits: {
|
||||
enabled: false
|
||||
},
|
||||
chart: {
|
||||
type: 'scatter',
|
||||
zoomType: 'xy'
|
||||
},
|
||||
rangeSelector: {
|
||||
selected: 4
|
||||
},
|
||||
title: {
|
||||
text: 'Individual Trades'
|
||||
},
|
||||
legend: {
|
||||
enabled: true
|
||||
},
|
||||
yAxis: {
|
||||
title: {
|
||||
text: 'IM'
|
||||
}
|
||||
},
|
||||
series: [{
|
||||
name: 'Trade',
|
||||
data: TData,
|
||||
tooltip: {
|
||||
pointFormat: TFormat
|
||||
}
|
||||
}]
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.createIMOverVMChart = function (IMVMData) {
|
||||
// note there's no "highstocks"
|
||||
$('#IMOverVMChart').highcharts({
|
||||
credits: {
|
||||
enabled: false
|
||||
},
|
||||
chart: {
|
||||
type: 'scatter',
|
||||
zoomType: 'xy'
|
||||
},
|
||||
title: {
|
||||
text: 'Imminent IM over Variation Margin of trades'
|
||||
},
|
||||
legend: {
|
||||
enabled: true
|
||||
},
|
||||
subtitle: {
|
||||
text: ''
|
||||
},
|
||||
xAxis: {
|
||||
title: {
|
||||
enabled: true,
|
||||
text: 'MTM'
|
||||
},
|
||||
startOnTick: true,
|
||||
endOnTick: true,
|
||||
showLastLabel: true
|
||||
},
|
||||
yAxis: {
|
||||
title: {
|
||||
text: 'IM'
|
||||
}
|
||||
},
|
||||
plotOptions: {
|
||||
scatter: {
|
||||
marker: {
|
||||
radius: 5,
|
||||
states: {
|
||||
hover: {
|
||||
enabled: true,
|
||||
lineColor: 'rgb(100,100,100)'
|
||||
}
|
||||
}
|
||||
},
|
||||
states: {
|
||||
hover: {
|
||||
marker: {
|
||||
enabled: false
|
||||
}
|
||||
}
|
||||
},
|
||||
tooltip: {
|
||||
headerFormat: '<b>{series.name}</b><br>',
|
||||
pointFormat: 'IM: {point.x:,.0f}€ <br> MTM: {point.x:,.0f}€ <br/>'
|
||||
}
|
||||
}
|
||||
},
|
||||
series: [{
|
||||
name: 'Trade',
|
||||
data: IMVMData
|
||||
}]
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.createIMVMHistoryChart = function (IMData, MTMData) {
|
||||
$('#IMVMHistoryChart').highcharts('StockChart', {
|
||||
credits: {
|
||||
enabled: false
|
||||
},
|
||||
legend: {
|
||||
enabled: true
|
||||
},
|
||||
rangeSelector: {
|
||||
selected: 4
|
||||
},
|
||||
title: {
|
||||
text: 'Portfolio History'
|
||||
},
|
||||
subtitle: {
|
||||
text: 'Initial and Variation Margin Requirements'
|
||||
},
|
||||
xAxis: {
|
||||
type: 'datetime',
|
||||
dateTimeLabelFormats: {
|
||||
//day: '%d'
|
||||
month: '%e. %b',
|
||||
year: '%b'
|
||||
},
|
||||
title: {
|
||||
text: 'Date'
|
||||
}
|
||||
},
|
||||
yAxis: {
|
||||
title: {
|
||||
text: 'Exposure (€)'
|
||||
},
|
||||
min: 0
|
||||
},
|
||||
plotOptions: {
|
||||
spline: {
|
||||
marker: {
|
||||
enabled: true
|
||||
}
|
||||
}
|
||||
},
|
||||
series: [{
|
||||
name: 'Initial Margin',
|
||||
data: IMData,
|
||||
type: 'column'
|
||||
}, {
|
||||
name: 'Mark to Market',
|
||||
data: MTMData,
|
||||
type: 'spline'
|
||||
}]
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.createActiveTradesChart = function (ATData) {
|
||||
var ATformat = 'Active trades: <b>{point.y:,.0f}</b><br>' +
|
||||
'IM: <b>{point.x:,.0f}</b><br>';
|
||||
$('#activeTradesChart').highcharts('StockChart', {
|
||||
credits: {
|
||||
enabled: false
|
||||
},
|
||||
rangeSelector: {
|
||||
selected: 4
|
||||
},
|
||||
legend: {
|
||||
enabled: true
|
||||
},
|
||||
xAxis: {
|
||||
type: 'datetime',
|
||||
dateTimeLabelFormats: {
|
||||
//day: '%d'
|
||||
month: '%e. %b',
|
||||
year: '%b'
|
||||
},
|
||||
title: {
|
||||
text: 'Date'
|
||||
}
|
||||
},
|
||||
yAxis: {
|
||||
title: {
|
||||
text: 'Quantity'
|
||||
}
|
||||
},
|
||||
title: {
|
||||
text: 'Active Trades'
|
||||
},
|
||||
series: [{
|
||||
name: 'Active trades',
|
||||
data: ATData,
|
||||
tooltip: {
|
||||
pointFormat: ATformat
|
||||
}
|
||||
}]
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.createIMVMHistorySummaryChart = function (IMData, MTMData) {
|
||||
$('#IMVMHistorySummaryChart').highcharts('StockChart', {
|
||||
credits: {
|
||||
enabled: false
|
||||
},
|
||||
rangeSelector: {
|
||||
enabled: false
|
||||
},
|
||||
navigator: {
|
||||
enabled: false
|
||||
},
|
||||
scrollbar: {
|
||||
enabled: false
|
||||
},
|
||||
title: {
|
||||
text: 'Portfolio History'
|
||||
},
|
||||
legend: {
|
||||
enabled: true
|
||||
},
|
||||
xAxis: {
|
||||
type: 'datetime',
|
||||
title: {
|
||||
text: 'Date'
|
||||
}
|
||||
},
|
||||
yAxis: {
|
||||
title: {
|
||||
text: 'Exposure (€)'
|
||||
},
|
||||
min: 0
|
||||
},
|
||||
plotOptions: {
|
||||
spline: {
|
||||
marker: {
|
||||
enabled: true
|
||||
}
|
||||
}
|
||||
},
|
||||
dataGrouping: {
|
||||
approximation: "average",
|
||||
enabled: true,
|
||||
forced: true,
|
||||
units: [
|
||||
['month', [1]]
|
||||
]
|
||||
},
|
||||
series: [{
|
||||
name: 'Initial Margin',
|
||||
data: IMData,
|
||||
type: 'column'
|
||||
}, {
|
||||
name: 'Mark to Market',
|
||||
data: MTMData,
|
||||
type: 'spline'
|
||||
}]
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.getData = function () {
|
||||
var _this = this;
|
||||
if (this.httpWrapperService.getCounterparty()) {
|
||||
// re-initialize addittive table sums
|
||||
this.summaryTable.trades = 0;
|
||||
this.summaryTable.notional = 0;
|
||||
this.summaryTable.im = 0;
|
||||
this.summaryTable.mtm = 0;
|
||||
this.data = null; //don't leave old data in case of errors
|
||||
//trades
|
||||
this.httpWrapperService.getWithCounterparty("trades").toPromise().then(function (data) {
|
||||
// trades over time scatter
|
||||
var TData = [];
|
||||
// trades IM over VM scatter
|
||||
var IMVMData = [];
|
||||
$.each(data, function (index, value) {
|
||||
if (value.margined) {
|
||||
TData.push([new Date(value.tradeDate).getTime(), value.im]);
|
||||
IMVMData.push([value.im, value.mtm]);
|
||||
}
|
||||
});
|
||||
_this.createTradesChart(TData);
|
||||
_this.createIMOverVMChart(IMVMData);
|
||||
// trades table
|
||||
_this.data = data;
|
||||
_this.length = _this.data.length;
|
||||
_this.onChangeTable(_this.config);
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading trades", error);
|
||||
});
|
||||
this.populateSummary().then(function () {
|
||||
// portfolio history and active trades charts
|
||||
_this.httpWrapperService.getWithCounterparty("portfolio/history/aggregated").toPromise().then(function (data) {
|
||||
// summary table
|
||||
var lastDay = data;
|
||||
_this.summaryTable.trades = lastDay.activeTrades;
|
||||
_this.summaryTable.notional = lastDay.notional;
|
||||
_this.summaryTable.im = lastDay.im;
|
||||
_this.summaryTable.mtm = lastDay.mtm;
|
||||
var IMData = [];
|
||||
var MTMData = [];
|
||||
var ATData = [];
|
||||
$.each(data, function (index, value) {
|
||||
// new Date(value.date).getTime() when dates are switched to YYYY-MM-DD
|
||||
IMData.push([value.date, value.im]);
|
||||
MTMData.push([value.date, value.mtm]);
|
||||
ATData.push([value.date, value.activeTrades]);
|
||||
});
|
||||
_this.createIMVMHistoryChart(IMData, MTMData);
|
||||
_this.createActiveTradesChart(ATData);
|
||||
_this.createIMVMHistorySummaryChart(IMData, MTMData);
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading portfolio history", error);
|
||||
});
|
||||
});
|
||||
}
|
||||
};
|
||||
PortfolioComponent.prototype.populateSummary = function () {
|
||||
var _this = this;
|
||||
return this.httpWrapperService.getWithCounterparty("portfolio/summary").toPromise().then(function (data) {
|
||||
_this.summaryTable.trades = data.trades;
|
||||
_this.summaryTable.notional = data.notional;
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading portfolio summary", error);
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.ngOnInit = function () {
|
||||
var _this = this;
|
||||
this.httpWrapperService.getAbsolute("business-date").toPromise().then(function (data) {
|
||||
_this.businessDate = data.businessDate;
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading business date", error);
|
||||
});
|
||||
Highcharts.setOptions({
|
||||
lang: {
|
||||
thousandsSep: ','
|
||||
}
|
||||
});
|
||||
this.getData();
|
||||
this.counterpartySubscription = this.httpWrapperService.newCounterparty.subscribe(function (state) {
|
||||
_this.getData();
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.ngOnDestroy = function () {
|
||||
this.counterpartySubscription.unsubscribe();
|
||||
};
|
||||
// table helper functions
|
||||
PortfolioComponent.prototype.changePage = function (page, data) {
|
||||
if (data === void 0) { data = this.data; }
|
||||
var start = (page.page - 1) * page.itemsPerPage;
|
||||
var end = page.itemsPerPage > -1 ? (start + page.itemsPerPage) : data.length;
|
||||
return data.slice(start, end);
|
||||
};
|
||||
PortfolioComponent.prototype.changeSort = function (data, config) {
|
||||
if (!config.sorting) {
|
||||
return data;
|
||||
}
|
||||
var columns = this.config.sorting.columns || [];
|
||||
var columnName = void 0;
|
||||
var sort = void 0;
|
||||
for (var i = 0; i < columns.length; i++) {
|
||||
if (columns[i].sort !== '') {
|
||||
columnName = columns[i].name;
|
||||
sort = columns[i].sort;
|
||||
}
|
||||
}
|
||||
if (!columnName) {
|
||||
return data;
|
||||
}
|
||||
// simple sorting
|
||||
return data.sort(function (previous, current) {
|
||||
if (previous[columnName] > current[columnName]) {
|
||||
return sort === 'desc' ? -1 : 1;
|
||||
}
|
||||
else if (previous[columnName] < current[columnName]) {
|
||||
return sort === 'asc' ? -1 : 1;
|
||||
}
|
||||
return 0;
|
||||
});
|
||||
};
|
||||
PortfolioComponent.prototype.onChangeTable = function (config, page) {
|
||||
if (page === void 0) { page = { page: this.page, itemsPerPage: this.itemsPerPage }; }
|
||||
if (config.sorting) {
|
||||
Object.assign(this.config.sorting, config.sorting);
|
||||
}
|
||||
var sortedData = this.changeSort(this.data, this.config);
|
||||
this.rows = page && config.paging ? this.changePage(page, sortedData) : sortedData;
|
||||
this.length = sortedData.length;
|
||||
};
|
||||
PortfolioComponent = __decorate([
|
||||
core_1.Component({
|
||||
moduleId: module.id,
|
||||
selector: 'app-portfolio',
|
||||
templateUrl: 'portfolio.component.html',
|
||||
styleUrls: [
|
||||
'portfolio.component.css'
|
||||
],
|
||||
directives: [ng2_popover_1.POPOVER_DIRECTIVES, ng2_bootstrap_1.TAB_DIRECTIVES, ng2_table_1.NG_TABLE_DIRECTIVES, ng2_bootstrap_2.PAGINATION_DIRECTIVES, common_1.NgIf, common_1.CORE_DIRECTIVES, directives_1.FORM_DIRECTIVES]
|
||||
}),
|
||||
__metadata('design:paramtypes', [http_wrapper_service_1.HttpWrapperService, router_1.Router])
|
||||
], PortfolioComponent);
|
||||
return PortfolioComponent;
|
||||
}());
|
||||
exports.PortfolioComponent = PortfolioComponent;
|
||||
//# sourceMappingURL=portfolio.component.js.map
|
||||
File diff suppressed because one or more lines are too long
@ -1,3 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
//# sourceMappingURL=portfolio.component.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"portfolio.component.spec.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/portfolio/portfolio.component.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { By } from '@angular/platform-browser';\nimport { DebugElement } from '@angular/core';\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { PortfolioComponent } from './portfolio.component';\n"]}
|
||||
@ -1 +0,0 @@
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/shared/index.ts"],"names":[],"mappings":"","sourcesContent":[""]}
|
||||
@ -1,6 +0,0 @@
|
||||
"use strict";
|
||||
function __export(m) {
|
||||
for (var p in m) if (!exports.hasOwnProperty(p)) exports[p] = m[p];
|
||||
}
|
||||
__export(require('./valuations.component'));
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/valuations/index.ts"],"names":[],"mappings":";;;;AAAA,iBAAc,wBAAwB,CAAC,EAAA","sourcesContent":["export * from './valuations.component';\n"]}
|
||||
@ -1,17 +0,0 @@
|
||||
.panel-heading h3 {
|
||||
white-space: nowrap;
|
||||
overflow: hidden;
|
||||
text-overflow: ellipsis;
|
||||
line-height: normal;
|
||||
width: 75%;
|
||||
padding-top: 8px;
|
||||
}
|
||||
|
||||
.checkbox {
|
||||
width: 60px;
|
||||
height: 60px;
|
||||
}
|
||||
|
||||
th {
|
||||
white-space: nowrap;
|
||||
}
|
||||
@ -1,336 +0,0 @@
|
||||
<h2 *ngIf="businessDate">Valuations for {{businessDate}}</h2>
|
||||
<button type="button" class="btn btn-primary" (click)="startCalculations()">Start Calculations</button>
|
||||
<div style="margin-top:20px"></div>
|
||||
|
||||
<div *ngIf="data">
|
||||
<div *ngIf="data.portfolio" class="panel panel-default">
|
||||
<div class="panel-heading">
|
||||
<h3 class="panel-title">Portfolio (1/5)</h3>
|
||||
</div>
|
||||
|
||||
<div class="panel-body">
|
||||
|
||||
<div class="row">
|
||||
<div class="col-xs-10">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Trades</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>Trades</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<th scope="row">IR/FX</th>
|
||||
<td>{{data.portfolio.IRFX | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Commodity</th>
|
||||
<td>{{data.portfolio.credit | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Credit</th>
|
||||
<td>{{data.portfolio.commodity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Equity</th>
|
||||
<td>{{data.portfolio.equity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Total</th>
|
||||
<td><b>{{data.portfolio.total | number}}</b></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Base Currency</h3>
|
||||
<span>{{data.portfolio.baseCurrency}}</span>
|
||||
</div>
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
<!-- /col-xs-10 -->
|
||||
|
||||
<div *ngIf="data.portfolio.agreed" class="col-xs-2">
|
||||
<img src="assets/images/checkbox.png" class="center-block checkbox">
|
||||
<p class="text-center">Agreed with counterparty</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div *ngIf="data.marketData" class="panel panel-default">
|
||||
<div class="panel-heading">
|
||||
<h3 class="panel-title">Market Data (2/5)</h3>
|
||||
</div>
|
||||
|
||||
<div class="panel-body">
|
||||
|
||||
<div class="row">
|
||||
<div class="col-xs-10">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>{{data.marketData.yieldCurves.name}} Yield curves</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Tenor</th>
|
||||
<!-- <th>Instrument Type</th> -->
|
||||
<th>Rate</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let v of data.marketData.yieldCurves.values">
|
||||
<th scope="row">{{v.tenor}}</th>
|
||||
<!-- <td>{{v.instrumentType}}</td> -->
|
||||
<td>{{v.rate}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>{{data.marketData.fixings.name}} Fixings</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Tenor</th>
|
||||
<th>Rate</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let v of data.marketData.fixings.values">
|
||||
<th scope="row">{{v.tenor}}</th>
|
||||
<td>{{v.rate}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Market Data Source</h3>
|
||||
<p>R3 Sample Oracle</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
<!-- /col-xs-10 -->
|
||||
|
||||
<div *ngIf="data.marketData.agreed" class="col-xs-2">
|
||||
<img src="assets/images/checkbox.png" class="center-block checkbox">
|
||||
<p class="text-center">Agreed with counterparty</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div *ngIf="data.sensitivities" class="panel panel-default">
|
||||
<div class="panel-heading">
|
||||
<h3 class="panel-title">Sensitivities (3/5)</h3>
|
||||
</div>
|
||||
|
||||
<div class="panel-body">
|
||||
|
||||
<div class="row">
|
||||
<div class="col-xs-10">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-md-8">
|
||||
<h3>Risk Type Delta (Qualifier {{data.sensitivities.currency[0].currency}})</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Tenor</th>
|
||||
<th>EUR-DSCON-BIMM</th>
|
||||
<th>EUR-EURIBOR3M-BIMM</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let v of formattedData.sensitivitiesCurves">
|
||||
<th scope="row">{{v.tenor}}</th>
|
||||
<td>{{v['EUR-DSCON-BIMM'] | number}}</td>
|
||||
<td>{{v['EUR-EURIBOR3M-BIMM'] | number}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
<!-- /col-xs-10 -->
|
||||
|
||||
<div *ngIf="data.sensitivities.agreed" class="col-xs-2">
|
||||
<img src="assets/images/checkbox.png" class="center-block checkbox">
|
||||
<p class="text-center">Agreed with counterparty</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
|
||||
<div class="panel-footer">
|
||||
<h4 style="display: inline;"> Powered by </h4> <img src="assets/images/opengamma-logo.png" style="height: 30px; padding-bottom: 5px; padding-left: 3px;">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div *ngIf="data.initialMargin" class="panel panel-default">
|
||||
<div class="panel-heading">
|
||||
<h3 class="panel-title">Initial Margin (4/5)</h3>
|
||||
</div>
|
||||
|
||||
<div class="panel-body">
|
||||
|
||||
<div class="row">
|
||||
<div class="col-xs-10">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Post</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>IM</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<th scope="row">IR/FX</th>
|
||||
<td>{{data.initialMargin.post.IRFX | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Commodity</th>
|
||||
<td>{{data.initialMargin.post.credit | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Credit</th>
|
||||
<td>{{data.initialMargin.post.commodity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Equity</th>
|
||||
<td>{{data.initialMargin.post.equity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Total</th>
|
||||
<td><b>{{data.initialMargin.post.total | number}}</b></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Call</h3>
|
||||
<table class="table table-striped table-condensed" style="width: auto">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Type</th>
|
||||
<th>IM</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<th scope="row">IR/FX</th>
|
||||
<td>{{data.initialMargin.call.IRFX | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Commodity</th>
|
||||
<td>{{data.initialMargin.call.credit | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Credit</th>
|
||||
<td>{{data.initialMargin.call.commodity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Equity</th>
|
||||
<td>{{data.initialMargin.call.equity | number}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<th scope="row">Total</th>
|
||||
<td><b>{{data.initialMargin.call.total | number}}</b></td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<h3>Base Currency</h3>
|
||||
<span>{{data.portfolio.baseCurrency}}</span>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
<!-- /col-xs-10 -->
|
||||
|
||||
<div *ngIf="data.initialMargin.agreed" class="col-xs-2">
|
||||
<img src="assets/images/checkbox.png" class="center-block checkbox">
|
||||
<p class="text-center">Agreed with counterparty</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
|
||||
<div class="panel-footer">
|
||||
<h4 style="display: inline;"> Powered by </h4> <img src="assets/images/opengamma-logo.png" style="height: 30px; padding-bottom: 5px; padding-left: 3px;">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div *ngIf="data.confirmation" class="panel panel-default">
|
||||
<div class="panel-heading">
|
||||
<h3 class="panel-title">Confirmation (5/5)</h3>
|
||||
</div>
|
||||
|
||||
<div class="panel-body">
|
||||
|
||||
<div class="row">
|
||||
|
||||
<div class="col-xs-10">
|
||||
<h3>Joint Confirmation ID</h3>
|
||||
<span>{{data.confirmation.hash}}</span>
|
||||
</div>
|
||||
<!-- /col-xs-10 -->
|
||||
|
||||
<div *ngIf="data.confirmation.agreed" class="col-xs-2">
|
||||
<img src="assets/images/checkbox.png" class="center-block checkbox">
|
||||
<p class="text-center">Agreed with counterparty</p>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
<!-- /row -->
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div id="loadingSpinners" *ngIf="calculateClicked && !data.confirmation" class="sk-three-bounce">
|
||||
<div class="sk-child sk-bounce1"></div>
|
||||
<div class="sk-child sk-bounce2"></div>
|
||||
<div class="sk-child sk-bounce3"></div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
@ -1,101 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
/* beautify preserve:end */
|
||||
var core_1 = require('@angular/core');
|
||||
var http_wrapper_service_1 = require('../http-wrapper.service');
|
||||
var Rx_1 = require('rxjs/Rx');
|
||||
var ValuationsComponent = (function () {
|
||||
function ValuationsComponent(httpWrapperService) {
|
||||
this.httpWrapperService = httpWrapperService;
|
||||
this.data = {};
|
||||
this.formattedData = {
|
||||
sensitivitiesCurves: []
|
||||
};
|
||||
this.fullData = {};
|
||||
}
|
||||
ValuationsComponent.prototype.startCalculations = function () {
|
||||
var _this = this;
|
||||
console.log("Starting calculations");
|
||||
this.fullData = {};
|
||||
this.data = {}; // outdated data, delete it
|
||||
this.calculateClicked = true; // show loading spinners
|
||||
// demo magic - this is to ensure we use the right valuation date
|
||||
this.httpWrapperService.postWithCounterparty("portfolio/valuations/calculate", { valuationDate: "2016-06-06" })
|
||||
.toPromise().then(function (data) {
|
||||
_this.fullData = data;
|
||||
_this.businessDate = data.businessDate; // in case it's valuations for a different date now
|
||||
_this.httpWrapperService.startDelayedTimer(); // demo magic
|
||||
_this.getData();
|
||||
});
|
||||
};
|
||||
ValuationsComponent.prototype.getData = function () {
|
||||
this.data = this.httpWrapperService.getDelayedData(this.fullData);
|
||||
if (this.data && this.data.sensitivities) {
|
||||
this.formattedData.sensitivitiesCurves = this.getSensitivitiesCurves(this.data.sensitivities);
|
||||
}
|
||||
// scroll to bottom of page
|
||||
var spinners = document.getElementById("loadingSpinners");
|
||||
if (spinners) {
|
||||
setTimeout(function () {
|
||||
$("html, body").animate({ scrollTop: $(document).height() }, 1000);
|
||||
}, 100); // wait for spinners to have gone below latest element
|
||||
}
|
||||
};
|
||||
// TODO: make this independent from the actual curve names
|
||||
ValuationsComponent.prototype.getSensitivitiesCurves = function (sensitivities) {
|
||||
var formattedSensitivities = []; // formattedSensitivities
|
||||
// loop on the first curve, knowing that the other curves have the same values
|
||||
for (var key in sensitivities.curves["EUR-DSCON-BIMM"]) {
|
||||
if (sensitivities.curves["EUR-DSCON-BIMM"].hasOwnProperty(key)) {
|
||||
var obj = {
|
||||
tenor: key,
|
||||
"EUR-DSCON-BIMM": sensitivities.curves["EUR-DSCON-BIMM"][key],
|
||||
"EUR-EURIBOR3M-BIMM": sensitivities.curves["EUR-EURIBOR3M-BIMM"][key]
|
||||
};
|
||||
formattedSensitivities.push(obj);
|
||||
}
|
||||
}
|
||||
return formattedSensitivities;
|
||||
};
|
||||
ValuationsComponent.prototype.ngOnInit = function () {
|
||||
var _this = this;
|
||||
this.httpWrapperService.getAbsolute("business-date").toPromise().then(function (data) {
|
||||
_this.businessDate = data.businessDate;
|
||||
}).catch(function (error) {
|
||||
console.log("Error loading business date", error);
|
||||
});
|
||||
// check for new data periodically
|
||||
// higher timeout because makes debugging annoying, put to 2000 for production
|
||||
this.timer = Rx_1.Observable.timer(0, 2000);
|
||||
this.timerSubscription = (this.timer.subscribe(function () { return _this.getData(); }));
|
||||
// but also check for new data when counterparty changes
|
||||
this.counterpartySubscription = this.httpWrapperService.newCounterparty.subscribe(function (state) {
|
||||
_this.getData();
|
||||
});
|
||||
};
|
||||
ValuationsComponent.prototype.ngOnDestroy = function () {
|
||||
this.timerSubscription.unsubscribe();
|
||||
this.counterpartySubscription.unsubscribe();
|
||||
};
|
||||
ValuationsComponent = __decorate([
|
||||
core_1.Component({
|
||||
moduleId: module.id,
|
||||
selector: 'app-valuations',
|
||||
templateUrl: 'valuations.component.html',
|
||||
styleUrls: ['valuations.component.css'],
|
||||
directives: []
|
||||
}),
|
||||
__metadata('design:paramtypes', [http_wrapper_service_1.HttpWrapperService])
|
||||
], ValuationsComponent);
|
||||
return ValuationsComponent;
|
||||
}());
|
||||
exports.ValuationsComponent = ValuationsComponent;
|
||||
//# sourceMappingURL=valuations.component.js.map
|
||||
File diff suppressed because one or more lines are too long
@ -1,7 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
describe('Component: Valuations', function () {
|
||||
it('should create an instance', function () {
|
||||
});
|
||||
});
|
||||
//# sourceMappingURL=valuations.component.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"valuations.component.spec.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/valuations/valuations.component.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAOvC,QAAQ,CAAC,uBAAuB,EAAE;IAChC,EAAE,CAAC,2BAA2B,EAAE;IAChC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { By } from '@angular/platform-browser';\nimport { DebugElement } from '@angular/core';\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { ValuationsComponent } from './valuations.component';\n\ndescribe('Component: Valuations', () => {\n it('should create an instance', () => {\n });\n});\n"]}
|
||||
@ -1,6 +0,0 @@
|
||||
"use strict";
|
||||
function __export(m) {
|
||||
for (var p in m) if (!exports.hasOwnProperty(p)) exports[p] = m[p];
|
||||
}
|
||||
__export(require('./view-trade.component'));
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/view-trade/index.ts"],"names":[],"mappings":";;;;AAAA,iBAAc,wBAAwB,CAAC,EAAA","sourcesContent":["export * from './view-trade.component';\n"]}
|
||||
@ -1 +0,0 @@
|
||||
//# sourceMappingURL=index.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/view-trade/shared/index.ts"],"names":[],"mappings":"","sourcesContent":[""]}
|
||||
@ -1,206 +0,0 @@
|
||||
<div class="grid text-center">
|
||||
<div id="common">
|
||||
<table class="table-striped table-bordered table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th colspan="2" class="text-center">Common Information</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<!-- <tr>
|
||||
<td>Parties</td>
|
||||
<td>
|
||||
<span *ngFor="let party of deal.parties">
|
||||
{{party}}<span *ngIf="!$last">,</span>
|
||||
</span>
|
||||
</td>
|
||||
</tr> -->
|
||||
<tr>
|
||||
<td>Status</td>
|
||||
<td>Confirmed</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Trade ID</td>
|
||||
<td>{{deal.ref}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Valuation Date</td>
|
||||
<td>{{deal.common.valuationDate}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Interest Rates</td>
|
||||
<td>
|
||||
{{deal.common.interestRate.name}} with tenor {{deal.common.interestRate.tenor.name}} via oracle {{deal.common.interestRate.oracle}}
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div class="row">
|
||||
<div class="col-xs-6" id="fixedleg">
|
||||
<table class="table-striped table-bordered table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th colspan="2" class="text-center">Fixed Leg</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td>Payer</td>
|
||||
<td>{{deal.fixedLeg.fixedRatePayer}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Notional</td>
|
||||
<td>{{deal.fixedLeg.notional.quantity | number}} {{deal.fixedLeg.notional.token}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Frequency</td>
|
||||
<td>{{deal.fixedLeg.paymentFrequency}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Effective From</td>
|
||||
<td>{{deal.fixedLeg.effectiveDate}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Fixed Rate</td>
|
||||
<td>
|
||||
<span *ngIf="!deal.fixedLeg.fixedRate.positive">-</span> {{deal.fixedLeg.fixedRate.value}}%
|
||||
</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Terminates</td>
|
||||
<td>{{deal.fixedLeg.terminationDate}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Rule</td>
|
||||
<td>{{deal.fixedLeg.paymentRule}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Calendars</td>
|
||||
<td>
|
||||
<span *ngFor="let calendar of deal.fixedLeg.paymentCalendar.calendars">
|
||||
<span>{{calendar}}</span><span *ngIf="!$last">,</span>
|
||||
</span>
|
||||
</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td colspan="2">
|
||||
<div class="panel-group" id="fixed-holiday-calendar">
|
||||
<div class="title" id="fix-hol-cal-title">
|
||||
<a role="button" data-toggle="collapse" data-parent="#fixed-holiday-calendar" [routerLink]="" fragment="fix-hol-cal-collapse" aria-expanded="true" aria-controls="fix-hol-cal-collapse">
|
||||
Holiday Dates
|
||||
</a>
|
||||
</div>
|
||||
<div id="fix-hol-cal-collapse" class="panel-collapse collapse" aria-labelledby="fix-hol-cal-title">
|
||||
<table class="celled small table">
|
||||
<tbody>
|
||||
<tr class="center aligned" *ngFor="let date of deal.fixedLeg.paymentCalendar.holidayDates">
|
||||
<td>{{date}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div class="col-xs-6" id="floatingleg">
|
||||
<table class="table-striped table-bordered table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th colspan="2" class="text-center">Floating Leg</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td>Payer</td>
|
||||
<td>{{deal.floatingLeg.floatingRatePayer}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Notional</td>
|
||||
<td>{{deal.floatingLeg.notional.quantity | number}} {{deal.floatingLeg.notional.token}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Frequency</td>
|
||||
<td>{{deal.floatingLeg.paymentFrequency}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Effective From</td>
|
||||
<td>{{deal.floatingLeg.effectiveDate}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Index</td>
|
||||
<td>{{deal.floatingLeg.index}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Terminates</td>
|
||||
<td>{{deal.floatingLeg.terminationDate}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Rule</td>
|
||||
<td>{{deal.floatingLeg.paymentRule}}</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Payment Calendars</td>
|
||||
<td>
|
||||
<span *ngFor="let calendar of deal.floatingLeg.paymentCalendar.calendars">
|
||||
<span>{{calendar}}</span>
|
||||
<span ng-show="!$last">,</span>
|
||||
</span>
|
||||
</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td colspan="2">
|
||||
<div class="panel-group" id="floating-holiday-calendar">
|
||||
<div class="title" id="float-hol-cal-title">
|
||||
<a role="button" data-toggle="collapse" data-parent="#floating-holiday-calendar" [routerLink]="" fragment="float-hol-cal-collapse" aria-expanded="true" aria-controls="float-hol-cal-collapse">
|
||||
Holiday Dates
|
||||
</a>
|
||||
</div>
|
||||
<div id="float-hol-cal-collapse" class="panel-collapse collapse" aria-labelledby="float-hol-cal-title">
|
||||
<table class="celled small table">
|
||||
<tbody>
|
||||
<tr class="center aligned" *ngFor="let date of deal.floatingLeg.paymentCalendar.holidayDates">
|
||||
<td>{{date}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td>Fixing Calendars</td>
|
||||
<td>
|
||||
<span *ngFor="let calendar of deal.floatingLeg.fixingCalendar.calendars">
|
||||
<span>{{calendar}}</span><span ng-show="!$last">,</span>
|
||||
</span>
|
||||
</td>
|
||||
</tr>
|
||||
<tr>
|
||||
<td colspan="2">
|
||||
<div class="panel-group" id="floating-fixing-calendar">
|
||||
<div class="title" id="float-fix-cal-title">
|
||||
<a role="button" data-toggle="collapse" data-parent="#floating-fixing-calendar" [routerLink]="" fragment="float-fix-cal-collapse" aria-expanded="true" aria-controls="float-fix-cal-collapse">
|
||||
Holiday Dates
|
||||
</a>
|
||||
</div>
|
||||
<div id="float-fix-cal-collapse" class="panel-collapse collapse" aria-labelledby="float-fix-cal-title">
|
||||
<table class="celled small table">
|
||||
<tbody>
|
||||
<tr class="center aligned" *ngFor="let date of deal.floatingLeg.fixingCalendar.holidayDates">
|
||||
<td>{{date}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
@ -1,66 +0,0 @@
|
||||
"use strict";
|
||||
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
|
||||
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
|
||||
if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
|
||||
else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
|
||||
return c > 3 && r && Object.defineProperty(target, key, r), r;
|
||||
};
|
||||
var __metadata = (this && this.__metadata) || function (k, v) {
|
||||
if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
|
||||
};
|
||||
var core_1 = require('@angular/core');
|
||||
var node_service_1 = require('../node.service');
|
||||
var router_1 = require('@angular/router');
|
||||
var ViewTradeComponent = (function () {
|
||||
function ViewTradeComponent(nodeService, route) {
|
||||
this.nodeService = nodeService;
|
||||
this.route = route;
|
||||
this.deal = {
|
||||
fixedLeg: {
|
||||
notional: {},
|
||||
fixedRate: {},
|
||||
paymentCalendar: {}
|
||||
},
|
||||
floatingLeg: {
|
||||
notional: {},
|
||||
paymentCalendar: {},
|
||||
fixingCalendar: {}
|
||||
},
|
||||
common: {
|
||||
interestRate: {
|
||||
tenor: {}
|
||||
}
|
||||
}
|
||||
};
|
||||
}
|
||||
ViewTradeComponent.prototype.ngOnInit = function () {
|
||||
var _this = this;
|
||||
this.route.params.map(function (params) { return params['tradeId']; }).subscribe(function (tradeId) {
|
||||
_this.showDeal(tradeId);
|
||||
});
|
||||
};
|
||||
ViewTradeComponent.prototype.showDeal = function (tradeId) {
|
||||
var _this = this;
|
||||
this.nodeService.getDeal(tradeId)
|
||||
.then(function (deal) {
|
||||
_this.deal = deal;
|
||||
})
|
||||
.catch(function (err) {
|
||||
console.error(err);
|
||||
});
|
||||
};
|
||||
ViewTradeComponent = __decorate([
|
||||
core_1.Component({
|
||||
moduleId: module.id,
|
||||
selector: 'app-view-trade',
|
||||
templateUrl: 'view-trade.component.html',
|
||||
styleUrls: ['../app.component.css', 'view-trade.component.css'],
|
||||
providers: [node_service_1.NodeService],
|
||||
directives: [router_1.ROUTER_DIRECTIVES] // necessary for routerLink
|
||||
}),
|
||||
__metadata('design:paramtypes', [node_service_1.NodeService, router_1.ActivatedRoute])
|
||||
], ViewTradeComponent);
|
||||
return ViewTradeComponent;
|
||||
}());
|
||||
exports.ViewTradeComponent = ViewTradeComponent;
|
||||
//# sourceMappingURL=view-trade.component.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"view-trade.component.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/view-trade/view-trade.component.ts"],"names":[],"mappings":";;;;;;;;;;AAAA,qBAAkC,eAAe,CAAC,CAAA;AAClD,6BAA4B,iBAAiB,CAAC,CAAA;AAC9C,uBAAkD,iBAAiB,CAAC,CAAA;AAUpE;IAmBE,4BAAoB,WAAwB,EAAU,KAAqB;QAAvD,gBAAW,GAAX,WAAW,CAAa;QAAU,UAAK,GAAL,KAAK,CAAgB;QAlB3E,SAAI,GAAW;YACb,QAAQ,EAAE;gBACR,QAAQ,EAAE,EAAE;gBACZ,SAAS,EAAE,EAAE;gBACb,eAAe,EAAE,EAAE;aACpB;YACD,WAAW,EAAE;gBACX,QAAQ,EAAE,EAAE;gBACZ,eAAe,EAAE,EAAE;gBACnB,cAAc,EAAE,EAAE;aACnB;YACD,MAAM,EAAE;gBACN,YAAY,EAAE;oBACZ,KAAK,EAAE,EAAE;iBACV;aACF;SACF,CAAC;IAIF,CAAC;IAED,qCAAQ,GAAR;QAAA,iBAIC;QAHC,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,GAAG,CAAC,UAAA,MAAM,IAAI,OAAA,MAAM,CAAC,SAAS,CAAC,EAAjB,CAAiB,CAAC,CAAC,SAAS,CAAC,UAAC,OAAO;YACnE,KAAI,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QACzB,CAAC,CAAC,CAAC;IACL,CAAC;IAED,qCAAQ,GAAR,UAAS,OAAe;QAAxB,iBAQC;QAPC,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,OAAO,CAAC;aAC9B,IAAI,CAAC,UAAC,IAAI;YACT,KAAI,CAAC,IAAI,GAAG,IAAI,CAAC;QACnB,CAAC,CAAC;aACD,KAAK,CAAC,UAAC,GAAG;YACT,OAAO,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACrB,CAAC,CAAC,CAAC;IACP,CAAC;IA7CH;QAAC,gBAAS,CAAC;YACT,QAAQ,EAAE,MAAM,CAAC,EAAE;YACnB,QAAQ,EAAE,gBAAgB;YAC1B,WAAW,EAAE,2BAA2B;YACxC,SAAS,EAAE,CAAC,sBAAsB,EAAE,0BAA0B,CAAC;YAC/D,SAAS,EAAE,CAAC,0BAAW,CAAC;YACxB,UAAU,EAAE,CAAC,0BAAiB,CAAC,CAAC,2BAA2B;SAC5D,CAAC;;0BAAA;IAuCF,yBAAC;AAAD,CAAC,AAtCD,IAsCC;AAtCY,0BAAkB,qBAsC9B,CAAA","sourcesContent":["import { Component, OnInit } from '@angular/core';\nimport { NodeService } from '../node.service';\nimport { ROUTER_DIRECTIVES, ActivatedRoute } from '@angular/router';\n\n@Component({\n moduleId: module.id,\n selector: 'app-view-trade',\n templateUrl: 'view-trade.component.html',\n styleUrls: ['../app.component.css', 'view-trade.component.css'],\n providers: [NodeService],\n directives: [ROUTER_DIRECTIVES] // necessary for routerLink\n})\nexport class ViewTradeComponent implements OnInit {\n deal: Object = {\n fixedLeg: {\n notional: {},\n fixedRate: {},\n paymentCalendar: {}\n },\n floatingLeg: {\n notional: {},\n paymentCalendar: {},\n fixingCalendar: {}\n },\n common: {\n interestRate: {\n tenor: {}\n }\n }\n };\n\n constructor(private nodeService: NodeService, private route: ActivatedRoute) {\n\n }\n\n ngOnInit() {\n this.route.params.map(params => params['tradeId']).subscribe((tradeId) => {\n this.showDeal(tradeId);\n });\n }\n\n showDeal(tradeId: string) {\n this.nodeService.getDeal(tradeId)\n .then((deal) => {\n this.deal = deal;\n })\n .catch((err) => {\n console.error(err);\n });\n }\n}\n"]}
|
||||
@ -1,9 +0,0 @@
|
||||
/* tslint:disable:no-unused-variable */
|
||||
"use strict";
|
||||
describe('Component: ViewTrade', function () {
|
||||
it('should create an instance', function () {
|
||||
//let component = new ViewTradeComponent();
|
||||
//expect(component).toBeTruthy();
|
||||
});
|
||||
});
|
||||
//# sourceMappingURL=view-trade.component.spec.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"view-trade.component.spec.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/view-trade/view-trade.component.spec.ts"],"names":[],"mappings":"AAAA,uCAAuC;;AAOvC,QAAQ,CAAC,sBAAsB,EAAE;IAC/B,EAAE,CAAC,2BAA2B,EAAE;QAC9B,2CAA2C;QAC3C,iCAAiC;IACnC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC","sourcesContent":["/* tslint:disable:no-unused-variable */\n\nimport { By } from '@angular/platform-browser';\nimport { DebugElement } from '@angular/core';\nimport { addProviders, async, inject } from '@angular/core/testing';\nimport { ViewTradeComponent } from './view-trade.component';\n\ndescribe('Component: ViewTrade', () => {\n it('should create an instance', () => {\n //let component = new ViewTradeComponent();\n //expect(component).toBeTruthy();\n });\n});\n"]}
|
||||
@ -1,39 +0,0 @@
|
||||
"use strict";
|
||||
var CommonViewModel = (function () {
|
||||
function CommonViewModel() {
|
||||
this.baseCurrency = "EUR";
|
||||
this.effectiveDate = "2016-02-11";
|
||||
this.terminationDate = "2026-02-11";
|
||||
this.eligibleCreditSupport = "Cash in an Eligible Currency";
|
||||
this.independentAmounts = {
|
||||
quantity: 0
|
||||
};
|
||||
this.threshold = {
|
||||
quantity: 0
|
||||
};
|
||||
this.minimumTransferAmount = {
|
||||
quantity: 25000000
|
||||
};
|
||||
this.rounding = {
|
||||
quantity: 1000000
|
||||
};
|
||||
this.valuationDate = "Every Local Business Day";
|
||||
this.notificationTime = "2:00pm London";
|
||||
this.resolutionTime = "2:00pm London time on the first LocalBusiness Day following the date on which the notice is given";
|
||||
this.interestRate = {
|
||||
oracle: "Rates Service Provider",
|
||||
tenor: {
|
||||
name: "6M"
|
||||
},
|
||||
ratioUnit: null,
|
||||
name: "EONIA"
|
||||
};
|
||||
this.addressForTransfers = "";
|
||||
this.exposure = {};
|
||||
this.localBusinessDay = ["London", "NewYork"];
|
||||
this.dailyInterestAmount = "(CashAmount * InterestRate ) / (fixedLeg.notional.token.currencyCode.equals('GBP')) ? 365 : 360";
|
||||
}
|
||||
return CommonViewModel;
|
||||
}());
|
||||
exports.CommonViewModel = CommonViewModel;
|
||||
//# sourceMappingURL=CommonViewModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"CommonViewModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/viewmodel/CommonViewModel.ts"],"names":[],"mappings":";AAAA;IAAA;QACE,iBAAY,GAAG,KAAK,CAAC;QACrB,kBAAa,GAAG,YAAY,CAAC;QAC7B,oBAAe,GAAG,YAAY,CAAC;QAC/B,0BAAqB,GAAG,8BAA8B,CAAC;QACvD,uBAAkB,GAAG;YACjB,QAAQ,EAAE,CAAC;SACd,CAAC;QACF,cAAS,GAAG;YACR,QAAQ,EAAE,CAAC;SACd,CAAC;QACF,0BAAqB,GAAG;YACpB,QAAQ,EAAE,QAAQ;SACrB,CAAC;QACF,aAAQ,GAAG;YACP,QAAQ,EAAE,OAAO;SACpB,CAAC;QACF,kBAAa,GAAG,0BAA0B,CAAC;QAC3C,qBAAgB,GAAG,eAAe,CAAC;QACnC,mBAAc,GAAG,mGAAmG,CAAC;QACrH,iBAAY,GAAG;YACX,MAAM,EAAE,wBAAwB;YAChC,KAAK,EAAE;gBACH,IAAI,EAAE,IAAI;aACb;YACD,SAAS,EAAE,IAAI;YACf,IAAI,EAAE,OAAO;SAChB,CAAC;QACF,wBAAmB,GAAG,EAAE,CAAC;QACzB,aAAQ,GAAG,EAAE,CAAC;QACd,qBAAgB,GAAG,CAAE,QAAQ,EAAG,SAAS,CAAE,CAAC;QAC5C,wBAAmB,GAAG,iGAAiG,CAAC;IAC1H,CAAC;IAAD,sBAAC;AAAD,CAAC,AAhCD,IAgCC;AAhCY,uBAAe,kBAgC3B,CAAA","sourcesContent":["export class CommonViewModel {\n baseCurrency = \"EUR\";\n effectiveDate = \"2016-02-11\";\n terminationDate = \"2026-02-11\";\n eligibleCreditSupport = \"Cash in an Eligible Currency\";\n independentAmounts = {\n quantity: 0\n };\n threshold = {\n quantity: 0\n };\n minimumTransferAmount = {\n quantity: 25000000\n };\n rounding = {\n quantity: 1000000\n };\n valuationDate = \"Every Local Business Day\";\n notificationTime = \"2:00pm London\";\n resolutionTime = \"2:00pm London time on the first LocalBusiness Day following the date on which the notice is given\";\n interestRate = {\n oracle: \"Rates Service Provider\",\n tenor: {\n name: \"6M\"\n },\n ratioUnit: null,\n name: \"EONIA\"\n };\n addressForTransfers = \"\";\n exposure = {};\n localBusinessDay = [ \"London\" , \"NewYork\" ];\n dailyInterestAmount = \"(CashAmount * InterestRate ) / (fixedLeg.notional.token.currencyCode.equals('GBP')) ? 365 : 360\";\n}\n"]}
|
||||
@ -1,14 +0,0 @@
|
||||
"use strict";
|
||||
var FixedLegViewModel_1 = require('./FixedLegViewModel');
|
||||
var FloatingLegViewModel_1 = require('./FloatingLegViewModel');
|
||||
var CommonViewModel_1 = require('./CommonViewModel');
|
||||
var DealViewModel = (function () {
|
||||
function DealViewModel() {
|
||||
this.fixedLeg = new FixedLegViewModel_1.FixedLegViewModel();
|
||||
this.floatingLeg = new FloatingLegViewModel_1.FloatingLegViewModel();
|
||||
this.common = new CommonViewModel_1.CommonViewModel();
|
||||
}
|
||||
return DealViewModel;
|
||||
}());
|
||||
exports.DealViewModel = DealViewModel;
|
||||
//# sourceMappingURL=DealViewModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"DealViewModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/viewmodel/DealViewModel.ts"],"names":[],"mappings":";AAAA,kCAAkC,qBAClC,CAAC,CADsD;AACvD,qCAAqC,wBACrC,CAAC,CAD4D;AAC7D,gCAAgC,mBAEhC,CAAC,CAFkD;AAEnD;IACE;QAEA,aAAQ,GAAG,IAAI,qCAAiB,EAAE,CAAC;QACnC,gBAAW,GAAG,IAAI,2CAAoB,EAAE,CAAC;QACzC,WAAM,GAAG,IAAI,iCAAe,EAAE,CAAC;IAJhB,CAAC;IAKlB,oBAAC;AAAD,CAAC,AAND,IAMC;AANY,qBAAa,gBAMzB,CAAA","sourcesContent":["import { FixedLegViewModel } from './FixedLegViewModel'\nimport { FloatingLegViewModel } from './FloatingLegViewModel'\nimport { CommonViewModel } from './CommonViewModel'\n\nexport class DealViewModel {\n constructor() {}\n\n fixedLeg = new FixedLegViewModel();\n floatingLeg = new FloatingLegViewModel();\n common = new CommonViewModel();\n}\n"]}
|
||||
@ -1,20 +0,0 @@
|
||||
"use strict";
|
||||
var FixedLegViewModel = (function () {
|
||||
function FixedLegViewModel() {
|
||||
this.fixedRatePayer = "O=Bank A,L=London,C=GB";
|
||||
this.notional = {
|
||||
quantity: 2500000000
|
||||
};
|
||||
this.paymentFrequency = "SemiAnnual";
|
||||
this.fixedRate = "1.676";
|
||||
this.dayCountBasis = "ACT/360";
|
||||
this.rollConvention = "ModifiedFollowing";
|
||||
this.dayInMonth = 10;
|
||||
this.paymentRule = "InArrears";
|
||||
this.paymentDelay = "0";
|
||||
this.interestPeriodAdjustment = "Adjusted";
|
||||
}
|
||||
return FixedLegViewModel;
|
||||
}());
|
||||
exports.FixedLegViewModel = FixedLegViewModel;
|
||||
//# sourceMappingURL=FixedLegViewModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"FixedLegViewModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/viewmodel/FixedLegViewModel.ts"],"names":[],"mappings":";AAAA;IACE;QAEA,mBAAc,GAAG,kCAAkC,CAAC;QACpD,aAAQ,GAAW;YACf,QAAQ,EAAE,UAAU;SACvB,CAAC;QACF,qBAAgB,GAAG,YAAY,CAAC;QAGhC,cAAS,GAAG,OAAO,CAAC;QACpB,kBAAa,GAAG,SAAS,CAAC;QAC1B,mBAAc,GAAG,mBAAmB,CAAC;QACrC,eAAU,GAAW,EAAE,CAAC;QACxB,gBAAW,GAAG,WAAW,CAAC;QAC1B,iBAAY,GAAG,GAAG,CAAC;QACnB,6BAAwB,GAAG,UAAU,CAAC;IAftB,CAAC;IAgBnB,wBAAC;AAAD,CAAC,AAjBD,IAiBC;AAjBY,yBAAiB,oBAiB7B,CAAA","sourcesContent":["export class FixedLegViewModel {\n constructor() { }\n\n fixedRatePayer = \"CN=Bank A,O=Bank A,L=London,C=GB\";\n notional: Object = {\n quantity: 2500000000\n };\n paymentFrequency = \"SemiAnnual\";\n effectiveDateAdjustment: any;\n terminationDateAdjustment: any;\n fixedRate = \"1.676\";\n dayCountBasis = \"ACT/360\";\n rollConvention = \"ModifiedFollowing\";\n dayInMonth: Number = 10;\n paymentRule = \"InArrears\";\n paymentDelay = \"0\";\n interestPeriodAdjustment = \"Adjusted\";\n}\n"]}
|
||||
@ -1,28 +0,0 @@
|
||||
"use strict";
|
||||
var FloatingLegViewModel = (function () {
|
||||
function FloatingLegViewModel() {
|
||||
this.floatingRatePayer = "CN=Bank B,O=Bank B,L=New York,C=US";
|
||||
this.notional = {
|
||||
quantity: 2500000000
|
||||
};
|
||||
this.paymentFrequency = "Quarterly";
|
||||
this.dayCountBasis = "ACT/360";
|
||||
this.rollConvention = "ModifiedFollowing";
|
||||
this.fixingRollConvention = "ModifiedFollowing";
|
||||
this.dayInMonth = 10;
|
||||
this.resetDayInMonth = 10;
|
||||
this.paymentRule = "InArrears";
|
||||
this.paymentDelay = "0";
|
||||
this.interestPeriodAdjustment = "Adjusted";
|
||||
this.fixingPeriodOffset = 2;
|
||||
this.resetRule = "InAdvance";
|
||||
this.fixingsPerPayment = "Quarterly";
|
||||
this.indexSource = "Rates Service Provider";
|
||||
this.indexTenor = {
|
||||
name: "3M"
|
||||
};
|
||||
}
|
||||
return FloatingLegViewModel;
|
||||
}());
|
||||
exports.FloatingLegViewModel = FloatingLegViewModel;
|
||||
//# sourceMappingURL=FloatingLegViewModel.js.map
|
||||
@ -1 +0,0 @@
|
||||
{"version":3,"file":"FloatingLegViewModel.js","sourceRoot":"","sources":["../../home/arc/proj ects/corda/samples/simm-valuation-demo/src/main/web/tmp/broccoli_type_script_compiler-input_base_path-q9SObyK6.tmp/0/src/app/viewmodel/FloatingLegViewModel.ts"],"names":[],"mappings":";AAAA;IACE;QAEA,sBAAiB,GAAG,oCAAoC,CAAC;QACzD,aAAQ,GAAW;YAChB,QAAQ,EAAE,UAAU;SACtB,CAAC;QACF,qBAAgB,GAAG,WAAW,CAAC;QAG/B,kBAAa,GAAG,SAAS,CAAC;QAC1B,mBAAc,GAAG,mBAAmB,CAAC;QACrC,yBAAoB,GAAG,mBAAmB,CAAC;QAC3C,eAAU,GAAW,EAAE,CAAC;QACxB,oBAAe,GAAW,EAAE,CAAC;QAC7B,gBAAW,GAAG,WAAW,CAAC;QAC1B,iBAAY,GAAG,GAAG,CAAC;QACnB,6BAAwB,GAAG,UAAU,CAAC;QACtC,uBAAkB,GAAW,CAAC,CAAC;QAC/B,cAAS,GAAG,WAAW,CAAC;QACxB,sBAAiB,GAAG,WAAW,CAAC;QAChC,gBAAW,GAAG,wBAAwB,CAAC;QACvC,eAAU,GAAG;YACV,IAAI,EAAE,IAAI;SACZ,CAAC;IAvBc,CAAC;IAwBnB,2BAAC;AAAD,CAAC,AAzBD,IAyBC;AAzBY,4BAAoB,uBAyBhC,CAAA","sourcesContent":["export class FloatingLegViewModel {\n constructor() { }\n\n floatingRatePayer = \"CN=Bank B,O=Bank B,L=New York,C=US\";\n notional: Object = {\n quantity: 2500000000\n };\n paymentFrequency = \"Quarterly\";\n effectiveDateAdjustment: any;\n terminationDateAdjustment: any;\n dayCountBasis = \"ACT/360\";\n rollConvention = \"ModifiedFollowing\";\n fixingRollConvention = \"ModifiedFollowing\";\n dayInMonth: Number = 10;\n resetDayInMonth: Number = 10;\n paymentRule = \"InArrears\";\n paymentDelay = \"0\";\n interestPeriodAdjustment = \"Adjusted\";\n fixingPeriodOffset: Number = 2;\n resetRule = \"InAdvance\";\n fixingsPerPayment = \"Quarterly\";\n indexSource = \"Rates Service Provider\";\n indexTenor = {\n name: \"3M\"\n };\n}\n"]}
|
||||
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|
||||
<!doctype html>
|
||||
<html>
|
||||
|
||||
<head>
|
||||
<meta charset="utf-8">
|
||||
<title>Simm Valuation Demo</title>
|
||||
|
||||
<!-- <base href="/"> -->
|
||||
<base href="/web/simmvaluationdemo/">
|
||||
|
||||
<!-- begin live reload -->
|
||||
<script src="/ember-cli-live-reload.js" type="text/javascript"></script>
|
||||
<!-- end live reload -->
|
||||
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1">
|
||||
<link rel="icon" type="image/x-icon" href="favicon.ico?v=7">
|
||||
<link rel="stylesheet" href="vendor/bootstrap/dist/css/bootstrap.min.css">
|
||||
<link rel="stylesheet" href="vendor/bootstrap/dist/css/bootstrap-theme.min.css">
|
||||
<link rel="stylesheet" href="vendor/font-awesome/css/font-awesome.min.css">
|
||||
<link rel="stylesheet" href="libs/spinners.css">
|
||||
|
||||
<!-- TODO: do proper bundling instead -->
|
||||
<script src="libs/jquery.min.js"></script>
|
||||
<script src="libs/highstock.js"></script>
|
||||
</head>
|
||||
|
||||
<body>
|
||||
<app-root>
|
||||
<div class="sk-three-bounce" style="padding-top: 50px">
|
||||
<div class="sk-child sk-bounce1"></div>
|
||||
<div class="sk-child sk-bounce2"></div>
|
||||
<div class="sk-child sk-bounce3"></div>
|
||||
</div>
|
||||
</app-root>
|
||||
<script src="vendor/es6-shim/es6-shim.js"></script>
|
||||
<script src="vendor/reflect-metadata/Reflect.js"></script>
|
||||
<script src="vendor/systemjs/dist/system.src.js"></script>
|
||||
<script src="vendor/zone.js/dist/zone.js"></script>
|
||||
<script>
|
||||
System.import('system-config.js').then(function() {
|
||||
System.import('main');
|
||||
}).catch(console.error.bind(console));
|
||||
</script>
|
||||
|
||||
</body>
|
||||
|
||||
</html>
|
||||
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