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+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from analytics import Swaption, BlackSwaption, Index, VolatilitySurface, Portfolio\n",
+    "from analytics.scenarios import run_swaption_scenarios, run_index_scenarios, run_portfolio_scenarios\n",
+    "import datetime\n",
+    "\n",
+    "import swaption_calendar_spread as spread"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Delta Chart: Red = Long Risk, Blue = Short Risk"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Ad hoc\n",
+    "option_delta = Index.from_name('HY', 28, '5yr')\n",
+    "option_delta.price = 107.625\n",
+    "option1 = BlackSwaption(option_delta, datetime.date(2017, 9, 20), 107, option_type=\"payer\")\n",
+    "option2 = BlackSwaption(option_delta, datetime.date(2017, 9, 20), 105, option_type=\"payer\")\n",
+    "option1.sigma = .270\n",
+    "option2.sigma = .3625\n",
+    "option1.notional = 20_000_000\n",
+    "option2.notional = 40_000_000\n",
+    "option1.direction = 'Long'\n",
+    "option2.direction = 'Short'\n",
+    "option_delta.notional = -2000000\n",
+    "#option_delta.notional = option_delta.notional - option_delta2.notional\n",
+    "if option_delta.notional < 0:\n",
+    "        option_delta.direction = 'Seller'\n",
+    "        option_delta.notional = abs(option_delta.notional)\n",
+    "portf = Portfolio([option1, option2, option_delta])\n",
+    "spread.plot_trade_scenarios(portf)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Dec Jan 2017 Trade\n",
+    "option_delta = Index.from_tradeid(864)\n",
+    "option1 = BlackSwaption.from_tradeid(3, option_delta)\n",
+    "option2 = BlackSwaption.from_tradeid(4, option_delta)\n",
+    "portf = Portfolio([option1, option2, option_delta])\n",
+    "spread.plot_trade_scenarios(portf)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Feb 2017: Sell May Buy April Calendar Trade\n",
+    "option_delta = Index.from_tradeid(870)\n",
+    "option1 = BlackSwaption.from_tradeid(5, option_delta)\n",
+    "option2 = BlackSwaption.from_tradeid(6, option_delta)\n",
+    "portf = Portfolio([option1, option2, option_delta])\n",
+    "spread.plot_trade_scenarios(portf)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#April 2017: Sell May Buy June Calendar Trade\n",
+    "option_delta = Index.from_tradeid(874)\n",
+    "option1 = BlackSwaption.from_tradeid(7, option_delta)\n",
+    "option2 = BlackSwaption.from_tradeid(8, option_delta)\n",
+    "portf = Portfolio([option1, option2, option_delta])\n",
+    "spread.plot_trade_scenarios(portf)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#June July 2017 Calendar Trade\n",
+    "option_delta_pf = Index.from_tradeid(874)\n",
+    "option_delta2_pf = Index.from_tradeid(879)\n",
+    "\n",
+    "option1_pf = BlackSwaption.from_tradeid(7, option_delta_pf)\n",
+    "option2_pf = BlackSwaption.from_tradeid(9, option_delta_pf)\n",
+    "option_delta_pf.notional = 50_335_169\n",
+    "\n",
+    "portf = Portfolio([option1_pf, option2_pf, option_delta_pf])\n",
+    "portf.trade_date = datetime.date(2017, 5, 17)\n",
+    "portf.mark()\n",
+    "spread.plot_trade_scenarios(portf)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.6.1"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}