//Javascript for bonddefaultcalc.html
//Copyright 2008, 2009 by Exstrom Laboratories LLC
// Store risk free interest rates, and their date.
// rfi[0] = 1 month rate, rfi[1] = 3 month, rfi[2] = 6 month, rfi[3] = 1 year.
rfi = new Array(4);
//Begin write-to region
rfiDate = "23-MAR-10";
rfi[0] = .11;
rfi[1] = .14;
rfi[2] = .23;
rfi[3] = .4;
//End write-to region
// function initPage() is a Window.onload event handler
// invoked in the tag of bonddefaultcalc.html
function initPage(){
//sendSynchronously("GET","yield.xml", null, true, updateRfi);
init_rfi();
}
//get needed info from parsed XML object
function updateRfi(getXML){
var d;
d = getXML.getElementsByTagName("BC_1MONTH");
rfi[0] = d[d.length - 1].textContent;
d = getXML.getElementsByTagName("BC_3MONTH");
rfi[1] = d[d.length - 1].textContent;
d = getXML.getElementsByTagName("BC_6MONTH");
rfi[2] = d[d.length - 1].textContent;
d = getXML.getElementsByTagName("BC_1YEAR");
rfi[3] = d[d.length - 1].textContent;
d = getXML.getElementsByTagName("BID_CURVE_DATE");
rfiDate = d[d.length - 1].textContent;
}
function init_rfi(){
document.bonddefault.rfi1.value = rfi[0] + "";
document.bonddefault.rfi3.value = rfi[1] + "";
document.bonddefault.rfi6.value = rfi[2] + "";
document.bonddefault.rfi12.value = rfi[3] + "";
datePos = document.getElementById("dataDate")
datePos.innerHTML = rfiDate;
}
function calculate_bond_default(){
var price = parseFloat(document.bonddefault.price.value);
var face = parseFloat(document.bonddefault.face.value);
var interest = parseFloat(document.bonddefault.interest.value)/100.0;
var s;
var dp;
var output;
s = parseFloat(document.bonddefault.rfi1.value)/100.0;
dp = bond_dp_cy(price,face,interest,12,s);
output = document.getElementsByName("dp1");
output[0].value = (dp*100.0).toFixed(2);
s = parseFloat(document.bonddefault.rfi3.value)/100.0;
dp = bond_dp_cy(price,face,interest,4,s);
output = document.getElementsByName("dp3");
output[0].value = (dp*100.0).toFixed(2);
s = parseFloat(document.bonddefault.rfi6.value)/100.0;
dp = bond_dp_cy(price,face,interest,2,s);
output = document.getElementsByName("dp6");
output[0].value = (dp*100.0).toFixed(2);
s = parseFloat(document.bonddefault.rfi12.value)/100.0;
dp = bond_dp_cy(price,face,interest,1,s);
output = document.getElementsByName("dp12");
output[0].value = (dp*100.0).toFixed(2);
}
function bond_dp_cy(price,face,interest,m,s){
var r = interest*face/price/m;
var dp = (r-s)/(r+1.0);
return dp;
}