@decafhub/decaf-client-extras 0.0.1

package/src/reports/valuation/-valuation-report-shared.ts

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+import { Decimal, Maybe, SDate, SDateTime } from '@telostat/prelude';
+import { AccountId, ArtifactId, ArtifactTypeId, CurrencyCode, DateType, PortfolioId } from '../../commons';
+
+/**
+ * Type definition for base valuation report.
+ */
+export interface BaseValuationReport {
+  asof: SDateTime;
+  date: SDate;
+  dateType: DateType;
+  currency: CurrencyCode;
+  accounts: ValuationReportAccounts;
+  holdings: ValuationReportHolding[];
+  accruals: ValuationReportAccrual[];
+  fxRates: ValuationReportFxRate[];
+  figures: {
+    investment: Decimal;
+    valuation: {
+      net: Decimal;
+      abs: Decimal;
+    };
+    accrued: Decimal;
+    liabilities: Decimal;
+    gav: Decimal;
+    nav: Decimal;
+    aum: Decimal;
+    pnl: Decimal;
+    pnlToInvestment?: Maybe<Decimal>;
+  };
+}
+
+/**
+ * Type definition for account reference in valuation reports.
+ */
+export interface ValuationReportAccount {
+  id: AccountId;
+  guid: string;
+  name: string;
+}
+
+/**
+ * Type definition for portfolio reference in valuation reports.
+ */
+export interface ValuationReportPortfolio {
+  id: PortfolioId;
+  guid: string;
+  name: string;
+}
+
+/**
+ * Type definition for accounts which valuation report is compiled from.
+ */
+export interface ValuationReportAccounts {
+  custody: ValuationReportAccount[];
+  journal: ValuationReportAccount[];
+}
+
+/**
+ * The definition for valuation report holding classification.
+ */
+export type ValuationReportHoldingClassification = ValuationReportHoldingClassificationNode[];
+
+/**
+ * Type definition for valuation report holding classification node.
+ */
+export interface ValuationReportHoldingClassificationNode {
+  name: string;
+  order: string | number;
+}
+
+/**
+ * Type definition for base valuation report holding (shared by
+ * [[ValuationReportHolding]] and [[ValuationReportChildHolding]]).
+ */
+export interface BaseValuationReportHolding {
+  artifact: ValuationReportArtifact;
+  quantity: Decimal;
+  investment: ValuationReportHoldingFiguresInvestment;
+  valuation: ValuationReportHoldingFiguresValuation;
+  valuePercentage: Maybe<Decimal>;
+  netExposurePercentage: Maybe<Decimal>;
+  absExposurePercentage: Maybe<Decimal>;
+  change: Maybe<Decimal>;
+  pnl: Decimal;
+  pnlToInvestment: Maybe<Decimal>;
+  opendate: SDate;
+  lastdate: SDate;
+}
+
+/**
+ * Type definition for valuation report holding investment figures.
+ */
+export interface ValuationReportHoldingFiguresInvestment {
+  px: ValuationReportFigureOrgRef;
+  txncosts: Maybe<ValuationReportFigureOrgRef>;
+  accrued: Maybe<ValuationReportFigureOrgRef>;
+  value: ValuationReportFigureOrgRef;
+}
+
+/**
+ * Type definition for valuation report holding valuation figures.
+ */
+export interface ValuationReportHoldingFiguresValuation {
+  px: ValuationReportFigureOrgRef;
+  accrued: Maybe<ValuationReportFigureOrgRef>;
+  value: {
+    net: ValuationReportFigureOrgRef;
+    abs: ValuationReportFigureOrgRef;
+  };
+  exposure: {
+    net: ValuationReportFigureOrgRef;
+    abs: ValuationReportFigureOrgRef;
+  };
+}
+
+/**
+ * Type definition for valuation report figure value that is reported both in
+ * original currency and reference currency.
+ */
+export interface ValuationReportFigureOrgRef {
+  org: Decimal;
+  ref: Decimal;
+}
+
+/**
+ * Type definition for a valuation holding.
+ */
+export interface ValuationReportHolding extends BaseValuationReportHolding {
+  classification: ValuationReportHoldingClassification;
+  accounts: ValuationReportAccount[];
+  children: Maybe<ValuationReportChildHolding[]>;
+}
+
+/**
+ * Type definition for a valuation holding child.
+ */
+export interface ValuationReportChildHolding extends BaseValuationReportHolding {
+  account: ValuationReportAccount;
+}
+
+export function isValuationHolding(
+  x: ValuationReportHolding | ValuationReportChildHolding
+): x is ValuationReportHolding {
+  return 'accounts' in x;
+}
+
+export function isValuationChildHolding(
+  x: ValuationReportHolding | ValuationReportChildHolding
+): x is ValuationReportChildHolding {
+  return 'account' in x;
+}
+
+/**
+ * Valuation accrual.
+ */
+export interface ValuationReportAccrual {
+  name: string;
+  value: Decimal;
+  accounts: ValuationReportAccrualByAccount[];
+}
+
+/**
+ * Valuation accrual by account.
+ */
+export interface ValuationReportAccrualByAccount {
+  account: ValuationReportAccount;
+  value: Decimal;
+  accruals: ValuationReportAccrualByCurrency[];
+}
+
+/**
+ * Valuation accrual by account by currency.
+ */
+export interface ValuationReportAccrualByCurrency {
+  artifact: ValuationReportArtifact;
+  ccy: CurrencyCode;
+  value: ValuationReportFigureOrgRef;
+}
+
+/**
+ * Type definition of the FINREA artifact type.
+ */
+export interface ValuationReportArtifactType {
+  id: ArtifactTypeId;
+  name: string;
+  order: number;
+}
+
+/**
+ * Type definition for the artifact as reported in the valuation.
+ */
+export interface ValuationReportArtifact {
+  id: ArtifactId;
+  guid: string;
+  type: ValuationReportArtifactType;
+  stype: Maybe<string>;
+  symbol: string;
+  name: Maybe<string>;
+  ccy: Maybe<CurrencyCode>;
+  quantity: Decimal;
+  country: Maybe<string>;
+  issuer: Maybe<string>;
+  sector: Maybe<string>;
+  mic: Maybe<string>;
+  ticker: Maybe<string>;
+  isin: Maybe<string>;
+  figi: Maybe<string>;
+  expiry: Maybe<SDate>;
+  underlyingId: Maybe<ArtifactId>;
+}
+
+export interface ValuationReportFxRate {
+  ccy1: CurrencyCode;
+  ccy2: CurrencyCode;
+  value: Decimal;
+  asof: SDate;
+}

package/src/reports/valuation/index.ts

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+export { fetchConsolidatedValuationReport } from './-remote-valuation-report-consolidated';
+export type { ConsolidatedValuationReportQuery } from './-remote-valuation-report-consolidated';
+export { fetchPortfolioValuationReport } from './-remote-valuation-report-portfolio';
+export type { PortfolioValuationReportQuery } from './-remote-valuation-report-portfolio';
+export * from './-valuation-report-consolidated';
+export * from './-valuation-report-holdings-tree';
+export * from './-valuation-report-portfolio';
+export * from './-valuation-report-shared';

package/tsconfig.es.json

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+{
+  "extends": "./tsconfig",
+  "compilerOptions": {
+    "module": "esnext",
+    "target": "es2018",
+    "lib": [
+      "es2018",
+      "dom"
+    ],
+    "outDir": "lib/es",
+    "downlevelIteration": false
+  }
+}

package/tsconfig.json

@@ -0,0 +1,36 @@
+{
+  "compilerOptions": {
+    "target": "es5",
+    "module": "commonjs",
+    "lib": [],
+    "moduleResolution": "Node",
+    "declaration": true,
+    "outDir": "./lib",
+    "rootDir": "./src/",
+    "strictNullChecks": true,
+    "noImplicitThis": true,
+    "noUnusedParameters": true,
+    "noImplicitReturns": true,
+    "alwaysStrict": true,
+    "noFallthroughCasesInSwitch": true,
+    "baseUrl": "./src/",
+    "experimentalDecorators": true,
+    "emitDecoratorMetadata": true,
+    "downlevelIteration": true,
+    "strict": true,
+    "isolatedModules": true,
+    "noUncheckedIndexedAccess": true,
+    "esModuleInterop": true,
+    "skipLibCheck": true
+  },
+  "include": [
+    "src/**/*.d.ts",
+    "src/**/*.ts"
+  ],
+  "exclude": [
+    "docs",
+    "lib",
+    "node_modules",
+    "**/*.test.ts"
+  ]
+}

package/typedoc.json

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+{
+  "out": "docs",
+  "entryPoints": ["./src"],
+  "exclude": "**/**/*+(.spec|.test).**",
+  "theme": "default",
+  "includeVersion": true,
+  "categorizeByGroup": true
+}