{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "source_hidden": true
    }
   },
   "outputs": [],
   "source": [
    "import ipysheet\n",
    "from analytics import CreditIndex\n",
    "from functools import partial"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "source_hidden": true
    }
   },
   "outputs": [],
   "source": [
    "sheet = ipysheet.sheet(rows=3, columns=4, column_headers=False, row_headers=False)\n",
    "ipysheet.cell(0, 0, 'indices', read_only=True)\n",
    "ipysheet.cell(0, 1, 'notionals', read_only=True)\n",
    "ipysheet.cell(0, 2, 'price', read_only=True)\n",
    "ipysheet.cell(0, 3, 'newref', read_only=True)\n",
    "cells = {}\n",
    "cells[(1, 0)] = ipysheet.cell(1, 0, '', background_color='yellow')\n",
    "cells[(2, 0)] = ipysheet.cell(2, 0, '', background_color='yellow')\n",
    "cells[(1, 1)] = ipysheet.cell(1, 1, -10_000_000, read_only=True)\n",
    "cells[(2, 1)] = ipysheet.cell(2, 1, 10_000_000, background_color='yellow')\n",
    "cells[(1, 2)] = ipysheet.cell(1, 2, background_color='yellow')\n",
    "cells[(2, 2)] = ipysheet.cell(2, 2, background_color='yellow')\n",
    "cells[(1, 3)] = ipysheet.cell(1, 3, background_color='yellow')\n",
    "cells[(2, 3)] = ipysheet.cell(2, 3, read_only=True)\n",
    "\n",
    "indices = {}\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(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(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",
    "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 = 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",
    "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"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "source_hidden": true
    }
   },
   "outputs": [],
   "source": [
    "sheet"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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