diff options
| -rw-r--r-- | risk_insight/insight.py | 9 | ||||
| -rw-r--r-- | risk_insight/templates/tranches.html | 68 |
2 files changed, 43 insertions, 34 deletions
diff --git a/risk_insight/insight.py b/risk_insight/insight.py index 533ba2ac..e422470d 100644 --- a/risk_insight/insight.py +++ b/risk_insight/insight.py @@ -16,6 +16,13 @@ def get_attach_from_name(index_type, series): attach = [0, 3, 7, 15, 100] elif index_type.lower() == "hy": attach = [0, 15, 25, 35, 100] + elif index_type.lower() == "xo": + attach = [0, 10, 20, 35, 100] + elif index_type.lower() == "eu": + if series == 9: + attach = [0, 3, 6, 9, 12, 22, 100] + else: + attach = [0, 3, 6, 12, 100] return attach def get_db(): @@ -75,7 +82,7 @@ def tranches(): @app.route("/indices.html") def indices(): - return render_template("indices.html", series=[9, 10, 11, 13, 15, 17, 19, 21, 23]) + return render_template("indices.html", series=[9, 10, 11, 13, 15, 17, 19, 21, 22, 23]) @app.route("/") def main(): diff --git a/risk_insight/templates/tranches.html b/risk_insight/templates/tranches.html index 0a8df9ac..d40a7d20 100644 --- a/risk_insight/templates/tranches.html +++ b/risk_insight/templates/tranches.html @@ -1,43 +1,45 @@ <!doctype html> <html> <head> -<script type="text/javascript" src="{{ url_for('static', filename='dygraph-combined.js') }}"></script> -<script type="text/javascript" src="{{ url_for('static', filename='jquery-2.1.1.min.js') }}"></script> + <script type="text/javascript" src="{{ url_for('static', filename='dygraph-combined.js') }}"></script> + <script type="text/javascript" src="{{ url_for('static', filename='jquery-2.1.1.min.js') }}"></script> </head> <body> - <div id="graph1" - style="width:800px; height:500px;float:left;margin:auto"> - </div> - <div id="graph2" - style="width:800px; height:500px;float:left;padding-left:5em"> - </div> - <div style="margin-top:5em;display:inline-block"> - <select id="index"> + <div id="graph1" + style="width:800px; height:500px;float:left;margin:auto"> + </div> + <div id="graph2" + style="width:800px; height:500px;float:left;padding-left:5em"> + </div> + <div style="margin-top:5em;display:inline-block"> + <select id="index"> <option value="ig">IG</option> <option value="hy">HY</option> - </select> - <select id="series"> - {% for s in series %} - <option value="{{s}}">{{s}}</option> - {% endfor %} - </select> - <select id="tenor"> - <option value="3yr">3yr</option> - <option value="5yr">5yr</option> - <option value="7yr">7yr</option> - <option value="10yr">10yr</option> - </select> - <select id="greek"> - <option value="Dealer Deltas">Dealer Delta</option> - <option value="Model Deltas">Model Delta</option> - <option value="Forward Deltas">Forward Delta</option> - <option value="gammas">Gamma</option> - <option value="thetas">Theta</option> - <option value="corr01">Corr01</option> - <option value="durations">Duration</option> - <option value="el">Expected Loss</option> - </select> + <option value="xo">XO</option> + <option value="eu">EU</option> + </select> + <select id="series"> + {% for s in series %} + <option value="{{s}}">{{s}}</option> + {% endfor %} + </select> + <select id="tenor"> + <option value="3yr">3yr</option> + <option value="5yr">5yr</option> + <option value="7yr">7yr</option> + <option value="10yr">10yr</option> + </select> + <select id="greek"> + <option value="Dealer Deltas">Dealer Delta</option> + <option value="Model Deltas">Model Delta</option> + <option value="Forward Deltas">Forward Delta</option> + <option value="gammas">Gamma</option> + <option value="thetas">Theta</option> + <option value="corr01">Corr01</option> + <option value="durations">Duration</option> + <option value="el">Expected Loss</option> + </select> </div> -<script type="text/javascript" src="{{ url_for('static', filename='tranches.js') }}"></script> + <script type="text/javascript" src="{{ url_for('static', filename='tranches.js') }}"></script> </body> </html> |