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Diffstat (limited to 'python/Dawn/static/dawn.js')
| -rw-r--r-- | python/Dawn/static/dawn.js | 194 |
1 files changed, 0 insertions, 194 deletions
diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js deleted file mode 100644 index ac972e24..00000000 --- a/python/Dawn/static/dawn.js +++ /dev/null @@ -1,194 +0,0 @@ -var index_list = []; -var bbg_map = {'CDX': ["IG", "HY"], 'ITRX': ["EUR", "XOVER"]}; -var series_map = {'CDX': ["24", "25", "26", "27", "28", "29", "30", "31", "32", "33", "34", "35"], - 'ITRX': ["24", "25", "26", "27", "28", "29", "30", "31", "32", "33", "34"]}; -var index_tenor = ["3Y", "5Y", "7Y", "10Y"]; -for(var begin_index in bbg_map){ - for(var index_type of bbg_map[begin_index]){ - for(var series of series_map[begin_index]){ - for(var tenor of index_tenor){ - index_list.push(`${begin_index} ${index_type} CDSI S${series} ${tenor}`); - } - } - } -}; - -$(function() { - $('#security_desc').attr('list', 'index_list'); - var security_desc = document.getElementById('security_desc'); - if (security_desc) { - security_desc.addEventListener('change', (event) => { - fetch(`../../_ajax?bbg_id=${encodeURIComponent(event.target.value)}&` + - `trade_date=${$('#trade_date').val()}`) - .then(data => data.json()) - .then(data => { - $('#fixed_rate').val(data['coupon']/100); - $('#security_id').val(data['redcode']); - $('#maturity').val(data['maturity']); - }); - if (event.target.value.startsWith("ITRX")) { - $('#currency').val("EUR"); - } else{ - $('#currency').val("USD"); - } - }); - } - $('#folder').change(function() { - if ($('#swap_type').val() == 'CD_INDEX') { - switch ($(this).val()) { - case 'IGOPTDEL': - case 'HYOPTDEL': - $('#portfolio').val('OPTIONS'); - break; - case 'SER_HYCURVE': - case 'SER_ITRXCURVE': - case 'SER_IGCURVE': - case 'XCURVE': - $('#portfolio').val('CURVE'); - break; - case 'HYEQY': - case 'HYMEZ': - case 'HYSNR': - case 'IGEQY': - case 'IGMEZ': - case 'IGSNR': - case 'XOEQY': - case 'XOMEZ': - case 'BSPK': - $('#portfolio').val('TRANCHE'); - $('#swap_type').val('CD_INDEX_TRANCHE'); - $('#swap_type').change(); - break; - case 'HYINX': - case 'IGINX': - case 'XOINX': - case 'EUINX': - $('#portfolio').val('TRANCHE'); - break; - case 'HEDGE_CLO': - $('#portfolio').val('CLO'); - break; - case 'HEDGE_MAC': - $('#portfolio').val('HEDGE_MAC'); - break; - case 'HEDGE_CSO': - $('#portfolio').val('STRUCTURED'); - break; - case 'HEDGE_MBS': - case 'MBSCDS': - $('#portfolio').val('MORTGAGES'); - break; - } - } - var strat = $(this).val(); - if (strat.startsWith('CRT')) { - $('#asset_class').val('CRT'); - } else if (strat.includes('MTG')) { - $('#asset_class').val('Subprime'); - } else if (strat.includes('CLO')) { - $('#asset_class').val('CLO'); - } else { - $('#asset_class').val('CSO'); - } - }); - $('#swap_type').change(function() { - var to_hide, to_show; - const hide = (arr) => arr.forEach(id => { - document.getElementById(id) - .parentElement - .parentElement - .style.display = 'none'; - }); - const show = (arr) => arr.forEach(id => { - document.getElementById(id) - .parentElement - .parentElement - .style.display = 'block'; - }); - switch ($(this).val()) { - case 'CD_BASKET_TRANCHE': - case 'CD_INDEX_TRANCHE': - case 'BESPOKE': - show(['orig_attach', 'orig_detach', 'initial_margin_percentage', - 'index_ref', 'corr_attach', 'corr_detach']); - hide(['clearing_facility', 'account_code']); - $('#clearing_facility').val(''); - $('#portfolio').val('TRANCHE'); - break; - case 'CD_INDEX': - hide(['orig_attach', 'orig_detach', 'initial_margin_percentage', - 'index_ref', 'corr_attach', 'corr_detach']); - show(['clearing_facility', 'account_code']); - $('#clearing_facility').val('ICE-CREDIT'); - $('#folder').change(); - break; - case 'ABS_CDS': - hike(['orig_attach', 'orig_detach', - 'index_ref', 'corr_attach', 'corr_detach', - 'clearing_facility']); - show(['initial_margin_percentage']); - $('#clearing_facility').val(''); - $('#portfolio').val('MORTGAGES'); - break; - case 'SWAPTION': - hide(['fixed_rate', 'index_ref', 'security_desc']); - $('#portfolio').val('IR'); - $('#settlement_type').val('Cash'); - break; - case 'CD_INDEX_OPTION': - show(['fixed_rate', 'index_ref', 'security_desc']); - $('#portfolio').val('OPTIONS'); - $('#settlement_type').val('Delivery'); - break; - } - }); - $('#partial_termination').change( - function() { - if( $(this).prop('checked') ) { - $('#termination_amount').parent().parent().css('display', 'block'); - } else { - $('#termination_amount').val(''); - $('#termination_amount').parent().parent().css('display', 'none'); - } - } - ); - $('#partial_termination').change(); - $('#swap_type').change(); - var datalist = $('#index_list'); - index_list.forEach(item => { - var option = document.createElement('option'); - option.value = item; - datalist.append(option); - }); - $('#fund').change( - function() { - if (window.location.pathname.includes('future') || - window.location.pathname.includes('spot')) { - return; - } - switch ($(this).val()) { - case 'SERCGMAST': - $('#custodian').val('BAC'); - $('#cashaccount').val('V0NSCLMAMB'); - break; - case 'BOWDST': - $('#custodian').val('BONY'); - $('#cashaccount').val('BPMG10240000'); - $('#account_code').val('GS'); - break; - case 'BRINKER': - $('#custodian').val('BBH'); - $('#cashaccount').val('4023461'); - break; - } - }); - $('#fund').change(); - //change default value to Following - $('#payment_rolldate').val('Following'); - $('#upfront').attr('data-toggle', 'tooltip'); - $('#upfront').attr('title', 'This is Cash Amount on the bloomberg ticket, i.e. the net amount we receive.'); - $('#upfront').tooltip(); - $('#spot_rate').attr('data-toggle', 'tooltip'); - $('#spot_rate').attr('title', 'Spot rate must be entered with pairs ordered by dominance. EUR > GBP > USD > CAD > CHF > YEN'); - $('#spot_rate').tooltip(); -}); |