Class: TermStructure

CIQ. TermStructure


new TermStructure(params)

Creates a term structure chart.

Yield Curve

The chart shows the different instruments along the x-axis, either with uniform or scaled spacing, and the values (ask, bid, yield, etc.) along the y-axis.

The chart supports daily data for historical points and intra-day for the current day. The chart expects data to be in masterData (and if the useQuotefeed parameter is specified, leverages the quote feed to accomplish this). If for any reason the requested date is not present in masterData, the chart attempts to find a nearby point (such as a weekday if the requested day is a weekday). Otherwise, it displays an error to the user. If using a quote feed, the chart sets the refresh interval to five seconds.

Parameters:
Name Type Description
params object

Configuration parameters.

Properties
Name Type Argument Description
stx CIQ.ChartEngine <optional>

The chart object.

spacingType string <optional>

Initial spacing type, either "scaled" or "uniform". Defaults to "scaled".

dataField string <optional>

Initial data field. Defaults to "yield".

fieldsToFormatAsPercent array <optional>

Fields where the value should be formatted as a percent. Defaults to ["yield"].

drawShading bool <optional>

Specifies whether shading should initially be set or not. Defaults to true.

useQuotefeed bool <optional>

Specifies whether this TermStructure should use the quote feed to attempt to find any quotes not present in masterData. Defaults to true.

initialDate string <optional>

Initial curve will be the current chart symbol for the current date. Specify a different starting date here.

Since:
  • 7.3.0

Methods


animateUpdates()

Animates chart updates.

Since:
  • 7.3.0

calculateInstrumentSpacing(chart, instruments, bufferPercent)

Calculates instrument spacing. If the TermStructure instance has a spacingType of "uniform", instruments are spaced uniformly. If spacingType is set to "scaled", the spacing is calculated from the "spacing units" returned from calling calculateScaledSpacingUnits.

Parameters:
Name Type Description
chart object

The chart engine.

instruments array

An array of instruments for which the spacing units are calculated.

bufferPercent number

The percentage by which the available display width for spacing instruments is reduced on both sides of the chart.

Since:
  • 7.3.0
Returns:
Type
object

calculateScaledSpacingUnits(instruments)

Calculates scaled spacing units. Because scaling the x-axis linearly with respect to time may, depending on the term structure, result in a tight clustering of points near the left-hand side of the chart, you may wish to "smooth" the differences. In the default version, this has been done by calculating the time between the previous and current instrument, and raising that value to a 0.5 exponent.

You may wish to replace this with your own scaling. To do so, simply overwrite this method with your own version. It will be called with an array of instruments and should return a object with each instrument as a key corresponding to a unit spacing value. The relative differences between the units will be used to determine positioning along the x-axis. The first instrument should have a unit spacing of 0.

Parameters:
Name Type Description
instruments array

An array of instruments for which the scaled spacing is calculated.

Since:
  • 7.3.0
Returns:

An object containing the spacing units for the instruments.

Type
object

createDataSegment()

Term structure override of the default createDataSegment method.

This function is invoked by chart internals as part of the draw loop if the term structure plug-in has been initialized. The function should rarely if ever be called directly.

Since:
  • 7.3.0

getInstrumentShadingColor(instrument)

Returns the shading color for an instrument. Called once for each instrument (or instrument shorthand) stored in termStructure.instruments (e.g., "1 MO", "2 MO", etc. for treasury bills). By default, this method uses the canvasStyle engine method to find a CSS class with the name stx_shading_ concatenated with the instrument or instrument shorthand with spaces removed (e.g., stx_shading_1MO). As a result, shading styles can be defined in your stylesheets.

Feel free to override this method with your own color method. The shading renderer calls getInstrumentShadingColor for each instrument and expects an RBGA color to be returned.

Parameters:
Name Type Description
instrument string

The instrument identifier.

Since:
  • 7.3.0
Returns:

A color code.

Type
string

setCurveDate(date [, curve])

Sets the date for which a term structure curve is drawn. If the value specified in date is not found in masterData and, if useQuotefeed is set in this term structure, attempts to use the quote feed to load the requested date.

For term structures that have multiple curves, the date is applied to the main curve if a value is not specified in curve.

Parameters:
Name Type Argument Description
date string

The date for which the term structure curve is drawn.

curve string <optional>

Identifies the curve to which date applies. Defaults to the main term structure curve if an argument is not provided.

Since:
  • 7.3.0
Example
var datepicker = topNode.querySelector("cq-datepicker");
if (datepicker && stx.termStructure) {
	datepicker.registerCallback(function(date) {
		stx.termStructure.setCurveDate(date);
	});
}

setDataField(field)

Sets the data field for which values are plotted on the x-axis of the term structure and then triggers a redraw of the chart. Use this function instead of setting the data field manually. See CIQ.UI.Layout#setDataField.

Parameters:
Name Type Description
field string

Defines the type of values plotted on the x-axis of the term structure graph; for example, instrument yield or volatility.

Since:
  • 7.3.0

setShading(bool)

Sets the shading flag to the value of the bool parameter and triggers a redraw. Use this function instead of setting the value manually.

Parameters:
Name Type Description
bool bool

When true, a background color (shading) is drawn on the chart to highlight horizontal sections of the graph; when false, the background color is not drawn.

Since:
  • 7.3.0
Example
var shadingCheckbox = topNode.querySelector(".ciq-checkbox-shading");
if (shadingCheckbox) {
	shadingCheckbox.registerCallback(function(value) {
		stx.termStructure.setShading.call(stx.termStructure, value);
		shadingCheckbox.classList.toggle("ciq-active");
	});
	shadingCheckbox.currentValue = true; // Initially set check box to checked.
}

setSpacingType(type)

Sets the spacing type and triggers a redraw. Use this instead of setting the value manually.

Parameters:
Name Type Description
type string
Since:
  • 7.3.0

updateTitleDate()

Updates the date in the chart title with the time the most recent update was received.

Since:
  • 7.3.0