import Common import Observable dailySch1 = [mkdate 2011 1 d | d <- [1..2]] dailySch2 = [mkdate 2011 2 d | d <- [1..2]] dailySch3 = [mkdate 2011 3 d | d <- [1..2]] --contract = chooserLeg 80 500 (last dailySch1) dailySch1 (Currency "EUR") (primVar "LIBOR.EUR.6M") (CashFlowType "initialMargin") contract = chooserNote [chooserLeg 80 500 (last dailySch1) dailySch1 (Currency "EUR") (primVar "LIBOR.EUR.6M") (CashFlowType "initialMargin"), chooserLeg 45 450 (last dailySch2) dailySch2 (Currency "EUR") (primVar "LIBOR.EUR.6M") (CashFlowType "initialMargin"), chooserLeg 50 550 (last dailySch3) dailySch3 (Currency "EUR") (primVar "LIBOR.EUR.6M") (CashFlowType "initialMargin")]