1 files changed, 48 insertions, 0 deletions
diff --git a/python/risk_insight/static/tranches.js b/python/risk_insight/static/tranches.js
new file mode 100644
index 00000000..f7809884
--- /dev/null
+++ b/python/risk_insight/static/tranches.js
@@ -0,0 +1,48 @@
+function update_graph(g) {
+    return function(e) {
+	      var payload = {i: document.getElementById('index').value,
+		                   s: document.getElementById('series').value,
+		                   t: document.getElementById('tenor').value,
+		                   g: document.getElementById('greek').value};
+	      if( g.maindiv_.id == "graph1"){
+	          payload['g'] = "skew";
+	      }
+	      $.getJSON("_data_tranches",
+		              payload,
+		              function(data){
+		                  var newdata = data["data"].map(function(e){
+			                    f = e.slice(1);
+			                    f.unshift(new Date(e[0]));
+			                    return f});
+		                  g.updateOptions({'file': newdata, 'labels': data['labels']});
+		              });
+    }
+};
+
+document.addEventListener("DOMContentLoaded", function(event) {
+    var g1 = new Dygraph(document.getElementById("graph1"),
+		                 [], // path to CSV file
+		                 { labels: [],
+		                   title: "Correlation numbers",
+		                   showRoller: true,
+		                   legend: "always"});
+
+    var g2 = new Dygraph(document.getElementById("graph2"),
+		                 [], // path to CSV file
+		                 { labels: [],
+		                   title: "Risk numbers",
+		                   showRoller: true,
+		                   legend: 'always'});
+
+    document.getElementById('index').
+        addEventListener('change', update_graph(g1));
+    document.getElementById('series').
+        addEventListener('change', update_graph(g1));
+    document.getElementById('tenor').
+        addEventListener('change', update_graph(g1));
+    document.getElementById('greek').
+        addEventListener('change', update_graph(g2));
+    var event = new Event('change');
+    document.getElementById('index').dispatchEvent(event);
+    document.getElementById('greek').dispatchEvent(event);
+});