1 files changed, 49 insertions, 0 deletions
diff --git a/risk_insight/static/tranches.js b/risk_insight/static/tranches.js
new file mode 100644
index 00000000..23493461
--- /dev/null
+++ b/risk_insight/static/tranches.js
@@ -0,0 +1,49 @@
+g1 = new Dygraph(document.getElementById("graph1"),
+		 [], // path to CSV file
+		 { labels: [],
+		   title: "Correlation numbers",
+		   showRoller: true,
+		   legend: "always"}          // options
+		);
+g2 = new Dygraph(document.getElementById("graph2"),
+		 [], // path to CSV file
+		 { labels: [],
+		   title: "Risk numbers",
+		   showRoller: true,
+		   legend: 'always'}          // options
+		);
+
+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.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);