import os
from risk_helper import RiskEngine
risk_engine = RiskEngine(sys.argv[1] if len(sys.argv)>1 else False)
# Portfolio 1 run
risk_engine.print_headline("Plot results for portfolio 1")
risk_engine.setup_plot("portfolio_1")
risk_engine.plot(os.path.join("portfolio_1", "exposure_trade_swap_01.csv"), 2, 3, 'b', "EPE Swap")
risk_engine.plot(os.path.join("portfolio_1", "exposure_trade_collar_01.csv"), 2, 4, 'r', "ENE Collar")
risk_engine.plot(os.path.join("portfolio_1", "exposure_nettingset_CPTY_A.csv"), 2, 4, 'g', "ENE Netting")
#risk_engine.plot(os.path.join("portfolio_1", "exposure_nettingset_CPTY_A.csv"), 2, 3, 'g', "EPE Netting")
risk_engine.decorate_plot(title="Example 6, Portfolio 1")
risk_engine.save_plot_to_file(os.path.join("Output", "portfolio_1"))
# Portfolio 2 run
risk_engine.print_headline("Plot results for portfolio 2")
risk_engine.setup_plot("portfolio_2")
risk_engine.plot(os.path.join("portfolio_2", "exposure_trade_floor_01.csv"), 2, 3, 'b', "EPE Floor")
risk_engine.plot(os.path.join("portfolio_2", "exposure_trade_cap_01.csv"), 2, 4, 'r', "ENE Cap")
risk_engine.plot(os.path.join("portfolio_2", "exposure_nettingset_CPTY_B.csv"), 2, 3, 'g', "EPE Net Cap and Floor")
risk_engine.plot(os.path.join("portfolio_2", "exposure_trade_collar_02.csv"), 2, 4, 'g', "ENE Collar", offset=1, marker='o', linestyle='')
risk_engine.decorate_plot(title="Example 6, Portfolio 2")
risk_engine.save_plot_to_file(os.path.join("Output", "portfolio_2"))
# Portfolio 3 run
#!/usr/bin/env python
import sys
sys.path.append('../')
from risk_helper import RiskEngine
risk_engine = RiskEngine(sys.argv[1] if len(sys.argv)>1 else False)
risk_engine.print_headline("Run RiskEngine to produce NPV cube and exposures for CrossCurrencySwaps")
risk_engine.run("Input/ore.xml")
risk_engine.get_times("Output/log.txt")
risk_engine.print_headline("Plot results: Cross Currency Swap exposures, with and without FX reset")
risk_engine.setup_plot("example_xccy_reset")
risk_engine.plot("exposure_trade_XCCY_Swap_EUR_USD.csv", 2, 3, 'b', "Swap")
risk_engine.plot("exposure_trade_XCCY_Swap_EUR_USD_RESET.csv", 2, 3, 'r', "Resettable Swap")
risk_engine.decorate_plot(title="Example 9", legend_loc="upper left")
risk_engine.save_plot_to_file()