diff options
| -rw-r--r-- | python/notebooks/HY quote reref.ipynb | 58 |
1 files changed, 29 insertions, 29 deletions
diff --git a/python/notebooks/HY quote reref.ipynb b/python/notebooks/HY quote reref.ipynb index a4ceb6df..ce3aada0 100644 --- a/python/notebooks/HY quote reref.ipynb +++ b/python/notebooks/HY quote reref.ipynb @@ -11,7 +11,8 @@ "outputs": [], "source": [ "import ipysheet\n", - "from analytics import CreditIndex" + "from analytics import CreditIndex\n", + "from functools import partial" ] }, { @@ -40,46 +41,45 @@ "cells[(2, 3)] = ipysheet.cell(2, 3, read_only=True)\n", "\n", "indices = {}\n", - "def create_indices(change):\n", - " global indices\n", - " index_str = change['new']\n", - " index_type = index_str[:2]\n", - " series = int(index_str[2:])\n", - " indices[index_str] = CreditIndex(index_type, series, '5yr')\n", + "def create_indices(indices, i, name):\n", + " index_type = name[:2]\n", + " series = int(name[2:])\n", + " indices[i] = CreditIndex(index_type, series, '5yr', notional=cells[(i, 1)].value)\n", + " set_price(indices, i, cells[(i, 2)].value)\n", + " change_notional(indices, cells[(2, 1)].value)\n", + " set_new_ref(indices, cells[(1, 3)].value)\n", "\n", - "def change_notional(change):\n", - " global indices\n", - " index2 = indices[cells[(2, 0)].value]\n", - " index1 = indices[cells[(1, 0)].value]\n", - " index2.notional = change['new']\n", + "def change_notional(indices, notional):\n", + " index1 = indices[1]\n", + " index2 = indices[2]\n", + " index2.notional = notional\n", " index1.notional = -index2.notional * index2.factor * index2.risky_annuity / index1.risky_annuity / index1.factor\n", " cells[(1, 1)].value = index1.notional\n", " \n", - "def set_price(change):\n", - " global indices, debug\n", - " index_str = cells[(change['owner'].row_start, change['owner'].column_start -2)].value\n", - " indices[index_str].price = change['new']\n", + "def set_price(indices, i, price):\n", + " indices[i].price = price\n", + " change_notional(indices, cells[(2, 1)].value)\n", + " set_new_ref(indices, cells[(1, 3)].value)\n", "\n", - "debug = None\n", - "def set_new_ref(change):\n", - " global indices, debug\n", - " index1 = indices[cells[(1, 0)].value]\n", - " index2 = indices[cells[(2, 0)].value]\n", + "def set_new_ref(indices, ref):\n", + " index1 = indices[1]\n", + " index2 = indices[2]\n", " old_price1, old_price2 = index1.price, index2.price\n", " old_pv1 = index1.pv\n", - " index1.price = change['new']\n", + " index1.price = ref\n", " pv_change = index1.pv - old_pv1\n", " index2.pv -= pv_change\n", " cells[(2, 3)].value = index2.price\n", " index1.price = old_price1\n", " index2.price = old_price2\n", - " \n", - "cells[(1, 0)].observe(create_indices, 'value')\n", - "cells[(2, 0)].observe(create_indices, 'value')\n", - "cells[(2, 1)].observe(change_notional, 'value')\n", - "cells[(1, 2)].observe(set_price, 'value')\n", - "cells[(2, 2)].observe(set_price, 'value')\n", - "cells[(1, 3)].observe(set_new_ref, 'value')\n" + "\n", + "indices = {}\n", + "cells[(1, 0)].observe(lambda change: partial(create_indices, indices, 1)(change['new']), 'value')\n", + "cells[(2, 0)].observe(lambda change: partial(create_indices, indices, 2)(change['new']), 'value')\n", + "cells[(2, 1)].observe(lambda change: partial(change_notional, indices)(change['new']), 'value')\n", + "cells[(1, 2)].observe(lambda change: partial(set_price, indices, 1)(change['new']), 'value')\n", + "cells[(2, 2)].observe(lambda change: partial(set_price, indices, 2)(change['new']), 'value')\n", + "cells[(1, 3)].observe(lambda change: partial(set_new_ref, indices)(change['new']), 'value')\n" ] }, { |