@fintekkers/ledger-models 0.2.1 → 0.2.3

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Files changed (6) hide show
  1. package/node/fintekkers/models/position/measure_pb.d.ts +2 -0
  2. package/node/fintekkers/models/position/measure_pb.js +3 -1
  3. package/node/wrappers/models/position/measure.test.js +4 -0
  4. package/node/wrappers/models/position/measure.test.js.map +1 -1
  5. package/node/wrappers/models/position/measure.test.ts +4 -0
  6. package/package.json +1 -1
package/node/fintekkers/models/position/measure_pb.d.ts CHANGED
@@ -32,4 +32,6 @@ export enum MeasureProto {
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  CLEAN_PRICE = 23,
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  MODIFIED_DURATION = 24,
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  DV01 = 25,
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+ DISCOUNT_YIELD = 26,
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+ BOND_EQUIVALENT_YIELD = 27,
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  }
package/node/fintekkers/models/position/measure_pb.js CHANGED
@@ -50,7 +50,9 @@ proto.fintekkers.models.position.MeasureProto = {
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  DIRTY_PRICE: 22,
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  CLEAN_PRICE: 23,
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  MODIFIED_DURATION: 24,
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- DV01: 25
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+ DV01: 25,
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+ DISCOUNT_YIELD: 26,
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+ BOND_EQUIVALENT_YIELD: 27
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  };
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  goog.object.extend(exports, proto.fintekkers.models.position);
package/node/wrappers/models/position/measure.test.js CHANGED
@@ -64,6 +64,8 @@ describe('Measure.getAllTypeNames', () => {
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  // CLEAN_PRICE = 23;
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  // MODIFIED_DURATION = 24;
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  // DV01 = 25;
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+ // DISCOUNT_YIELD = 26; (v0.2.3, #209 — TBill yield conventions)
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+ // BOND_EQUIVALENT_YIELD = 27; (v0.2.3, #209)
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  expect(measure_1.Measure.getAllTypeNames()).toEqual([
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  'DIRECTED_QUANTITY',
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  'MARKET_VALUE',
@@ -89,6 +91,8 @@ describe('Measure.getAllTypeNames', () => {
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  'CLEAN_PRICE',
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  'MODIFIED_DURATION',
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  'DV01',
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+ 'DISCOUNT_YIELD',
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+ 'BOND_EQUIVALENT_YIELD',
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  ]);
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  });
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  test('excludes the UNKNOWN_MEASURE sentinel', () => {
package/node/wrappers/models/position/measure.test.js.map CHANGED
@@ -1 +1 @@
1
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+ {"version":3,"file":"measure.test.js","sourceRoot":"","sources":["measure.test.ts"],"names":[],"mappings":";;AAAA,uCAAoC;AACpC,+EAA8E;AAE9E,QAAQ,CAAC,kBAAkB,EAAE,GAAG,EAAE;IAC9B,IAAI,CAAC,IAAI,CAAC,iBAAO,CAAC,eAAe,EAAE,CAAC,CAChC,wDAAwD,EACxD,CAAC,IAAY,EAAE,EAAE;QACb,MAAM,KAAK,GAAG,iBAAO,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC;QACrC,MAAM,QAAQ,GAAI,yBAAkD,CAAC,IAAI,CAAC,CAAC;QAC3E,MAAM,CAAC,KAAK,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IACjC,CAAC,CACJ,CAAC;IAEF,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACnE,IAAI,GAAsB,CAAC;QAC3B,IAAI;YACA,iBAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAC,CAAC;SAC1C;QAAC,OAAO,CAAC,EAAE;YACR,GAAG,GAAG,CAAU,CAAC;SACpB;QACD,MAAM,CAAC,GAAG,CAAC,CAAC,WAAW,EAAE,CAAC;QAC1B,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,oBAAoB,CAAC,CAAC;QACrD,iCAAiC;QACjC,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,eAAe,CAAC,CAAC;QAChD,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,aAAa,CAAC,CAAC;IAClD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,gEAAgE,EAAE,GAAG,EAAE;QACxE,6DAA6D;QAC7D,+DAA+D;QAC/D,6DAA6D;QAC7D,MAAM,CAAC,GAAG,EAAE,CAAC,iBAAO,CAAC,QAAQ,CAAC,eAAe,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC;QAC1D,MAAM,CAAC,GAAG,EAAE,CAAC,iBAAO,CAAC,QAAQ,CAAC,aAAa,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC;IAC5D,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,wDAAwD,EAAE,GAAG,EAAE;QAChE,kEAAkE;QAClE,8DAA8D;QAC9D,gDAAgD;QAChD,MAAM,CAAC,iBAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAC,CAAC,CAAC,IAAI,CAC5C,yBAAY,CAAC,eAAe,CAC/B,CAAC;IACN,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACrC,IAAI,CAAC,gFAAgF,EAAE,GAAG,EAAE;QACxF,kEAAkE;QAClE,gDAAgD;QAChD,2BAA2B;QAC3B,sBAAsB;QACtB,+BAA+B;QAC/B,6BAA6B;QAC7B,uBAAuB;QACvB,sDAAsD;QACtD,2BAA2B;QAC3B,uBAAuB;QACvB,qBAAqB;QACrB,uCAAuC;QACvC,kCAAkC;QAClC,0BAA0B;QAC1B,0BAA0B;QAC1B,oBAAoB;QACpB,qBAAqB;QACrB,wBAAwB;QACxB,sBAAsB;QACtB,8BAA8B;QAC9B,2BAA2B;QAC3B,oBAAoB;QACpB,sBAAsB;QACtB,sBAAsB;QACtB,4BAA4B;QAC5B,eAAe;QACf,2EAA2E;QAC3E,iDAAiD;QACjD,MAAM,CAAC,iBAAO,CAAC,eAAe,EAAE,CAAC,CAAC,OAAO,CAAC;YACtC,mBAAmB;YACnB,cAAc;YACd,uBAAuB;YACvB,qBAAqB;YACrB,eAAe;YACf,mBAAmB;YACnB,mBAAmB;YACnB,eAAe;YACf,YAAY;YACZ,8BAA8B;YAC9B,yBAAyB;YACzB,iBAAiB;YACjB,iBAAiB;YACjB,WAAW;YACX,YAAY;YACZ,eAAe;YACf,aAAa;YACb,qBAAqB;YACrB,kBAAkB;YAClB,WAAW;YACX,aAAa;YACb,aAAa;YACb,mBAAmB;YACnB,MAAM;YACN,gBAAgB;YAChB,uBAAuB;SAC1B,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;QAC/C,MAAM,CAAC,iBAAO,CAAC,eAAe,EAAE,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,iBAAiB,CAAC,CAAC;IACvE,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC"}
package/node/wrappers/models/position/measure.test.ts CHANGED
@@ -71,6 +71,8 @@ describe('Measure.getAllTypeNames', () => {
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  // CLEAN_PRICE = 23;
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  // MODIFIED_DURATION = 24;
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  // DV01 = 25;
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+ // DISCOUNT_YIELD = 26; (v0.2.3, #209 — TBill yield conventions)
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+ // BOND_EQUIVALENT_YIELD = 27; (v0.2.3, #209)
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  expect(Measure.getAllTypeNames()).toEqual([
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  'DIRECTED_QUANTITY',
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  'MARKET_VALUE',
@@ -96,6 +98,8 @@ describe('Measure.getAllTypeNames', () => {
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  'CLEAN_PRICE',
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  'MODIFIED_DURATION',
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  'DV01',
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+ 'DISCOUNT_YIELD',
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+ 'BOND_EQUIVALENT_YIELD',
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  ]);
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  });
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package/package.json CHANGED
@@ -1,7 +1,7 @@
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  {
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  "name": "@fintekkers/ledger-models",
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  "todo": "Replace the version with build script version number",
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- "version": "0.2.1",
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+ "version": "0.2.3",
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  "description": "ledger model protos ",
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  "authors": [
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  "David Doherty",