@fintekkers/ledger-models 0.2.3 → 0.2.5

package/node/fintekkers/models/security/identifier/identifier_type_pb.d.ts

@@ -14,5 +14,6 @@ export enum IdentifierTypeProto {
     OSI = 4,
     FIGI = 5,
     SERIES_ID = 6,
+    INDEX_NAME = 7,
     CASH = 50,
 }

package/node/fintekkers/models/security/identifier/identifier_type_pb.js

@@ -33,6 +33,7 @@ proto.fintekkers.models.security.IdentifierTypeProto = {
   OSI: 4,
   FIGI: 5,
   SERIES_ID: 6,
+  INDEX_NAME: 7,
   CASH: 50
 };
 

package/node/fintekkers/models/security/security_pb.d.ts

@@ -13,7 +13,6 @@ import * as fintekkers_models_security_identifier_identifier_pb from "../../../f
 import * as fintekkers_models_security_bond_issuance_pb from "../../../fintekkers/models/security/bond/issuance_pb";
 import * as fintekkers_models_security_product_type_pb from "../../../fintekkers/models/security/product_type_pb";
 import * as fintekkers_models_security_instrument_type_pb from "../../../fintekkers/models/security/instrument_type_pb";
-import * as fintekkers_models_security_security_id_pb from "../../../fintekkers/models/security/security_id_pb";
 import * as fintekkers_models_security_security_quantity_type_pb from "../../../fintekkers/models/security/security_quantity_type_pb";
 import * as fintekkers_models_security_coupon_frequency_pb from "../../../fintekkers/models/security/coupon_frequency_pb";
 import * as fintekkers_models_security_coupon_type_pb from "../../../fintekkers/models/security/coupon_type_pb";
@@ -51,9 +50,9 @@ export class SecurityProto extends jspb.Message {
     getInstrumentType(): fintekkers_models_security_instrument_type_pb.InstrumentTypeProto;
     setInstrumentType(value: fintekkers_models_security_instrument_type_pb.InstrumentTypeProto): SecurityProto;
     clearLegsList(): void;
-    getLegsList(): Array<fintekkers_models_security_security_id_pb.SecurityIdProto>;
-    setLegsList(value: Array<fintekkers_models_security_security_id_pb.SecurityIdProto>): SecurityProto;
-    addLegs(value?: fintekkers_models_security_security_id_pb.SecurityIdProto, index?: number): fintekkers_models_security_security_id_pb.SecurityIdProto;
+    getLegsList(): Array<SecurityProto>;
+    setLegsList(value: Array<SecurityProto>): SecurityProto;
+    addLegs(value?: SecurityProto, index?: number): SecurityProto;
 
     hasDeletedAt(): boolean;
     clearDeletedAt(): void;
@@ -198,7 +197,7 @@ export namespace SecurityProto {
         validTo?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.AsObject,
         productType: fintekkers_models_security_product_type_pb.ProductTypeProto,
         instrumentType: fintekkers_models_security_instrument_type_pb.InstrumentTypeProto,
-        legsList: Array<fintekkers_models_security_security_id_pb.SecurityIdProto.AsObject>,
+        legsList: Array<SecurityProto.AsObject>,
         deletedAt?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.AsObject,
         assetClass: string,
         issuerName: string,
@@ -449,6 +448,10 @@ export namespace FrnDetailsProto {
 export class IndexDetailsProto extends jspb.Message { 
     getIndexType(): fintekkers_models_security_index_index_type_pb.IndexTypeProto;
     setIndexType(value: fintekkers_models_security_index_index_type_pb.IndexTypeProto): IndexDetailsProto;
+    clearConstituentsList(): void;
+    getConstituentsList(): Array<SecurityProto>;
+    setConstituentsList(value: Array<SecurityProto>): IndexDetailsProto;
+    addConstituents(value?: SecurityProto, index?: number): SecurityProto;
 
     serializeBinary(): Uint8Array;
     toObject(includeInstance?: boolean): IndexDetailsProto.AsObject;
@@ -463,6 +466,7 @@ export class IndexDetailsProto extends jspb.Message {
 export namespace IndexDetailsProto {
     export type AsObject = {
         indexType: fintekkers_models_security_index_index_type_pb.IndexTypeProto,
+        constituentsList: Array<SecurityProto.AsObject>,
     }
 }
 

package/node/fintekkers/models/security/security_pb.js

@@ -37,8 +37,6 @@ var fintekkers_models_security_product_type_pb = require('../../../fintekkers/mo
 goog.object.extend(proto, fintekkers_models_security_product_type_pb);
 var fintekkers_models_security_instrument_type_pb = require('../../../fintekkers/models/security/instrument_type_pb.js');
 goog.object.extend(proto, fintekkers_models_security_instrument_type_pb);
-var fintekkers_models_security_security_id_pb = require('../../../fintekkers/models/security/security_id_pb.js');
-goog.object.extend(proto, fintekkers_models_security_security_id_pb);
 var fintekkers_models_security_security_quantity_type_pb = require('../../../fintekkers/models/security/security_quantity_type_pb.js');
 goog.object.extend(proto, fintekkers_models_security_security_quantity_type_pb);
 var fintekkers_models_security_coupon_frequency_pb = require('../../../fintekkers/models/security/coupon_frequency_pb.js');
@@ -151,7 +149,7 @@ if (goog.DEBUG && !COMPILED) {
  * @constructor
  */
 proto.fintekkers.models.security.IndexDetailsProto = function(opt_data) {
-  jspb.Message.initialize(this, opt_data, 0, -1, null, null);
+  jspb.Message.initialize(this, opt_data, 0, -1, proto.fintekkers.models.security.IndexDetailsProto.repeatedFields_, null);
 };
 goog.inherits(proto.fintekkers.models.security.IndexDetailsProto, jspb.Message);
 if (goog.DEBUG && !COMPILED) {
@@ -304,7 +302,7 @@ proto.fintekkers.models.security.SecurityProto.toObject = function(includeInstan
     productType: jspb.Message.getFieldWithDefault(msg, 10, 0),
     instrumentType: jspb.Message.getFieldWithDefault(msg, 16, 0),
     legsList: jspb.Message.toObjectList(msg.getLegsList(),
-    fintekkers_models_security_security_id_pb.SecurityIdProto.toObject, includeInstance),
+    proto.fintekkers.models.security.SecurityProto.toObject, includeInstance),
     deletedAt: (f = msg.getDeletedAt()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
     assetClass: jspb.Message.getFieldWithDefault(msg, 11, ""),
     issuerName: jspb.Message.getFieldWithDefault(msg, 12, ""),
@@ -415,8 +413,8 @@ proto.fintekkers.models.security.SecurityProto.deserializeBinaryFromReader = fun
       msg.setInstrumentType(value);
       break;
     case 17:
-      var value = new fintekkers_models_security_security_id_pb.SecurityIdProto;
-      reader.readMessage(value,fintekkers_models_security_security_id_pb.SecurityIdProto.deserializeBinaryFromReader);
+      var value = new proto.fintekkers.models.security.SecurityProto;
+      reader.readMessage(value,proto.fintekkers.models.security.SecurityProto.deserializeBinaryFromReader);
       msg.addLegs(value);
       break;
     case 15:
@@ -664,7 +662,7 @@ proto.fintekkers.models.security.SecurityProto.serializeBinaryToWriter = functio
     writer.writeRepeatedMessage(
       17,
       f,
-      fintekkers_models_security_security_id_pb.SecurityIdProto.serializeBinaryToWriter
+      proto.fintekkers.models.security.SecurityProto.serializeBinaryToWriter
     );
   }
   f = message.getDeletedAt();
@@ -1146,17 +1144,17 @@ proto.fintekkers.models.security.SecurityProto.prototype.setInstrumentType = fun
 
 
 /**
- * repeated SecurityIdProto legs = 17;
- * @return {!Array<!proto.fintekkers.models.security.SecurityIdProto>}
+ * repeated SecurityProto legs = 17;
+ * @return {!Array<!proto.fintekkers.models.security.SecurityProto>}
  */
 proto.fintekkers.models.security.SecurityProto.prototype.getLegsList = function() {
-  return /** @type{!Array<!proto.fintekkers.models.security.SecurityIdProto>} */ (
-    jspb.Message.getRepeatedWrapperField(this, fintekkers_models_security_security_id_pb.SecurityIdProto, 17));
+  return /** @type{!Array<!proto.fintekkers.models.security.SecurityProto>} */ (
+    jspb.Message.getRepeatedWrapperField(this, proto.fintekkers.models.security.SecurityProto, 17));
 };
 
 
 /**
- * @param {!Array<!proto.fintekkers.models.security.SecurityIdProto>} value
+ * @param {!Array<!proto.fintekkers.models.security.SecurityProto>} value
  * @return {!proto.fintekkers.models.security.SecurityProto} returns this
 */
 proto.fintekkers.models.security.SecurityProto.prototype.setLegsList = function(value) {
@@ -1165,12 +1163,12 @@ proto.fintekkers.models.security.SecurityProto.prototype.setLegsList = function(
 
 
 /**
- * @param {!proto.fintekkers.models.security.SecurityIdProto=} opt_value
+ * @param {!proto.fintekkers.models.security.SecurityProto=} opt_value
  * @param {number=} opt_index
- * @return {!proto.fintekkers.models.security.SecurityIdProto}
+ * @return {!proto.fintekkers.models.security.SecurityProto}
  */
 proto.fintekkers.models.security.SecurityProto.prototype.addLegs = function(opt_value, opt_index) {
-  return jspb.Message.addToRepeatedWrapperField(this, 17, opt_value, proto.fintekkers.models.security.SecurityIdProto, opt_index);
+  return jspb.Message.addToRepeatedWrapperField(this, 17, opt_value, proto.fintekkers.models.security.SecurityProto, opt_index);
 };
 
 
@@ -3792,6 +3790,13 @@ proto.fintekkers.models.security.FrnDetailsProto.prototype.setResetFrequency = f
 
 
 
+/**
+ * List of repeated fields within this message type.
+ * @private {!Array<number>}
+ * @const
+ */
+proto.fintekkers.models.security.IndexDetailsProto.repeatedFields_ = [2];
+
 
 
 if (jspb.Message.GENERATE_TO_OBJECT) {
@@ -3823,7 +3828,9 @@ proto.fintekkers.models.security.IndexDetailsProto.prototype.toObject = function
  */
 proto.fintekkers.models.security.IndexDetailsProto.toObject = function(includeInstance, msg) {
   var f, obj = {
-    indexType: jspb.Message.getFieldWithDefault(msg, 1, 0)
+    indexType: jspb.Message.getFieldWithDefault(msg, 1, 0),
+    constituentsList: jspb.Message.toObjectList(msg.getConstituentsList(),
+    proto.fintekkers.models.security.SecurityProto.toObject, includeInstance)
   };
 
   if (includeInstance) {
@@ -3864,6 +3871,11 @@ proto.fintekkers.models.security.IndexDetailsProto.deserializeBinaryFromReader =
       var value = /** @type {!proto.fintekkers.models.security.index.IndexTypeProto} */ (reader.readEnum());
       msg.setIndexType(value);
       break;
+    case 2:
+      var value = new proto.fintekkers.models.security.SecurityProto;
+      reader.readMessage(value,proto.fintekkers.models.security.SecurityProto.deserializeBinaryFromReader);
+      msg.addConstituents(value);
+      break;
     default:
       reader.skipField();
       break;
@@ -3900,6 +3912,14 @@ proto.fintekkers.models.security.IndexDetailsProto.serializeBinaryToWriter = fun
       f
     );
   }
+  f = message.getConstituentsList();
+  if (f.length > 0) {
+    writer.writeRepeatedMessage(
+      2,
+      f,
+      proto.fintekkers.models.security.SecurityProto.serializeBinaryToWriter
+    );
+  }
 };
 
 
@@ -3921,6 +3941,44 @@ proto.fintekkers.models.security.IndexDetailsProto.prototype.setIndexType = func
 };
 
 
+/**
+ * repeated SecurityProto constituents = 2;
+ * @return {!Array<!proto.fintekkers.models.security.SecurityProto>}
+ */
+proto.fintekkers.models.security.IndexDetailsProto.prototype.getConstituentsList = function() {
+  return /** @type{!Array<!proto.fintekkers.models.security.SecurityProto>} */ (
+    jspb.Message.getRepeatedWrapperField(this, proto.fintekkers.models.security.SecurityProto, 2));
+};
+
+
+/**
+ * @param {!Array<!proto.fintekkers.models.security.SecurityProto>} value
+ * @return {!proto.fintekkers.models.security.IndexDetailsProto} returns this
+*/
+proto.fintekkers.models.security.IndexDetailsProto.prototype.setConstituentsList = function(value) {
+  return jspb.Message.setRepeatedWrapperField(this, 2, value);
+};
+
+
+/**
+ * @param {!proto.fintekkers.models.security.SecurityProto=} opt_value
+ * @param {number=} opt_index
+ * @return {!proto.fintekkers.models.security.SecurityProto}
+ */
+proto.fintekkers.models.security.IndexDetailsProto.prototype.addConstituents = function(opt_value, opt_index) {
+  return jspb.Message.addToRepeatedWrapperField(this, 2, opt_value, proto.fintekkers.models.security.SecurityProto, opt_index);
+};
+
+
+/**
+ * Clears the list making it empty but non-null.
+ * @return {!proto.fintekkers.models.security.IndexDetailsProto} returns this
+ */
+proto.fintekkers.models.security.IndexDetailsProto.prototype.clearConstituentsList = function() {
+  return this.setConstituentsList([]);
+};
+
+
 
 
 

package/node/fintekkers/requests/security/query_security_request_pb.d.ts

@@ -30,6 +30,8 @@ export class QuerySecurityRequestProto extends jspb.Message {
     setAsOf(value?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto): QuerySecurityRequestProto;
     getNameFilter(): string;
     setNameFilter(value: string): QuerySecurityRequestProto;
+    getLookthrough(): boolean;
+    setLookthrough(value: boolean): QuerySecurityRequestProto;
 
     serializeBinary(): Uint8Array;
     toObject(includeInstance?: boolean): QuerySecurityRequestProto.AsObject;
@@ -49,5 +51,6 @@ export namespace QuerySecurityRequestProto {
         searchSecurityInput?: fintekkers_models_position_position_filter_pb.PositionFilterProto.AsObject,
         asOf?: fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.AsObject,
         nameFilter: string,
+        lookthrough: boolean,
     }
 }

package/node/fintekkers/requests/security/query_security_request_pb.js

@@ -94,7 +94,8 @@ proto.fintekkers.requests.security.QuerySecurityRequestProto.toObject = function
     fintekkers_models_util_uuid_pb.UUIDProto.toObject, includeInstance),
     searchSecurityInput: (f = msg.getSearchSecurityInput()) && fintekkers_models_position_position_filter_pb.PositionFilterProto.toObject(includeInstance, f),
     asOf: (f = msg.getAsOf()) && fintekkers_models_util_local_timestamp_pb.LocalTimestampProto.toObject(includeInstance, f),
-    nameFilter: jspb.Message.getFieldWithDefault(msg, 24, "")
+    nameFilter: jspb.Message.getFieldWithDefault(msg, 24, ""),
+    lookthrough: jspb.Message.getBooleanFieldWithDefault(msg, 25, false)
   };
 
   if (includeInstance) {
@@ -158,6 +159,10 @@ proto.fintekkers.requests.security.QuerySecurityRequestProto.deserializeBinaryFr
       var value = /** @type {string} */ (reader.readString());
       msg.setNameFilter(value);
       break;
+    case 25:
+      var value = /** @type {boolean} */ (reader.readBool());
+      msg.setLookthrough(value);
+      break;
     default:
       reader.skipField();
       break;
@@ -232,6 +237,13 @@ proto.fintekkers.requests.security.QuerySecurityRequestProto.serializeBinaryToWr
       f
     );
   }
+  f = message.getLookthrough();
+  if (f) {
+    writer.writeBool(
+      25,
+      f
+    );
+  }
 };
 
 
@@ -401,4 +413,22 @@ proto.fintekkers.requests.security.QuerySecurityRequestProto.prototype.setNameFi
 };
 
 
+/**
+ * optional bool lookthrough = 25;
+ * @return {boolean}
+ */
+proto.fintekkers.requests.security.QuerySecurityRequestProto.prototype.getLookthrough = function() {
+  return /** @type {boolean} */ (jspb.Message.getBooleanFieldWithDefault(this, 25, false));
+};
+
+
+/**
+ * @param {boolean} value
+ * @return {!proto.fintekkers.requests.security.QuerySecurityRequestProto} returns this
+ */
+proto.fintekkers.requests.security.QuerySecurityRequestProto.prototype.setLookthrough = function(value) {
+  return jspb.Message.setProto3BooleanField(this, 25, value);
+};
+
+
 goog.object.extend(exports, proto.fintekkers.requests.security);

package/node/fintekkers/requests/valuation/curve_request_pb.d.ts

@@ -74,6 +74,8 @@ export class CurveRequestProto extends jspb.Message {
     getTenorPointsList(): Array<fintekkers_models_util_decimal_value_pb.DecimalValueProto>;
     setTenorPointsList(value: Array<fintekkers_models_util_decimal_value_pb.DecimalValueProto>): CurveRequestProto;
     addTenorPoints(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto, index?: number): fintekkers_models_util_decimal_value_pb.DecimalValueProto;
+    getForwardTermYears(): number;
+    setForwardTermYears(value: number): CurveRequestProto;
 
     serializeBinary(): Uint8Array;
     toObject(includeInstance?: boolean): CurveRequestProto.AsObject;
@@ -93,5 +95,6 @@ export namespace CurveRequestProto {
         curveTypesList: Array<fintekkers_models_position_measure_pb.MeasureProto>,
         curveInputsList: Array<CurveInputProto.AsObject>,
         tenorPointsList: Array<fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject>,
+        forwardTermYears: number,
     }
 }

package/node/fintekkers/requests/valuation/curve_request_pb.js

@@ -425,7 +425,8 @@ proto.fintekkers.requests.valuation.CurveRequestProto.toObject = function(includ
     curveInputsList: jspb.Message.toObjectList(msg.getCurveInputsList(),
     proto.fintekkers.requests.valuation.CurveInputProto.toObject, includeInstance),
     tenorPointsList: jspb.Message.toObjectList(msg.getTenorPointsList(),
-    fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject, includeInstance)
+    fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject, includeInstance),
+    forwardTermYears: jspb.Message.getFieldWithDefault(msg, 50, 0)
   };
 
   if (includeInstance) {
@@ -491,6 +492,10 @@ proto.fintekkers.requests.valuation.CurveRequestProto.deserializeBinaryFromReade
       reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
       msg.addTenorPoints(value);
       break;
+    case 50:
+      var value = /** @type {number} */ (reader.readUint32());
+      msg.setForwardTermYears(value);
+      break;
     default:
       reader.skipField();
       break;
@@ -565,6 +570,13 @@ proto.fintekkers.requests.valuation.CurveRequestProto.serializeBinaryToWriter =
       fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
     );
   }
+  f = message.getForwardTermYears();
+  if (f !== 0) {
+    writer.writeUint32(
+      50,
+      f
+    );
+  }
 };
 
 
@@ -754,4 +766,22 @@ proto.fintekkers.requests.valuation.CurveRequestProto.prototype.clearTenorPoints
 };
 
 
+/**
+ * optional uint32 forward_term_years = 50;
+ * @return {number}
+ */
+proto.fintekkers.requests.valuation.CurveRequestProto.prototype.getForwardTermYears = function() {
+  return /** @type {number} */ (jspb.Message.getFieldWithDefault(this, 50, 0));
+};
+
+
+/**
+ * @param {number} value
+ * @return {!proto.fintekkers.requests.valuation.CurveRequestProto} returns this
+ */
+proto.fintekkers.requests.valuation.CurveRequestProto.prototype.setForwardTermYears = function(value) {
+  return jspb.Message.setProto3IntField(this, 50, value);
+};
+
+
 goog.object.extend(exports, proto.fintekkers.requests.valuation);

package/node/wrappers/models/security/identifier.test.js

@@ -99,6 +99,7 @@ describe('Identifier.getAllTypeNames', () => {
         //   OSI = 4;
         //   FIGI = 5;
         //   SERIES_ID = 6;
+        //   INDEX_NAME = 7;
         //   CASH = 50;
         expect(identifier_1.Identifier.getAllTypeNames()).toEqual([
             'EXCH_TICKER',
@@ -107,6 +108,7 @@ describe('Identifier.getAllTypeNames', () => {
             'OSI',
             'FIGI',
             'SERIES_ID',
+            'INDEX_NAME',
             'CASH',
         ]);
     });

package/node/wrappers/models/security/identifier.test.js.map

@@ -1 +1 @@
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+{"version":3,"file":"identifier.test.js","sourceRoot":"","sources":["identifier.test.ts"],"names":[],"mappings":";;AAAA,iCAAkC;AAClC,6CAA0C;AAC1C,gGAA+F;AAC/F,0GAAwG;AAExG,IAAI,CAAC,6DAA6D,EAAE,GAAG,EAAE;IACrE,kBAAkB,EAAE,CAAC;AACzB,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,8DAA8D,EAAE,GAAG,EAAE;IACtE,mBAAmB,EAAE,CAAC;AAC1B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,oEAAoE,EAAE,GAAG,EAAE;IAC5E,wBAAwB,EAAE,CAAC;AAC/B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,gEAAgE,EAAE,GAAG,EAAE;IACxE,qBAAqB,EAAE,CAAC;AAC5B,CAAC,CAAC,CAAC;AAEH,SAAS,kBAAkB;IACvB,MAAM,eAAe,GAAG,IAAI,+BAAe,EAAE,CAAC;IAC9C,eAAe,CAAC,iBAAiB,CAAC,wCAAmB,CAAC,IAAI,CAAC,CAAC;IAC5D,eAAe,CAAC,kBAAkB,CAAC,cAAc,CAAC,CAAC;IAEnD,MAAM,UAAU,GAAG,IAAI,uBAAU,CAAC,eAAe,CAAC,CAAC;IACnD,MAAM,CAAC,UAAU,CAAC,qBAAqB,EAAE,KAAK,MAAM,EAAE,sBAAsB,CAAC,CAAC;IAC9E,MAAM,CAAC,UAAU,CAAC,kBAAkB,EAAE,KAAK,cAAc,EAAE,oCAAoC,CAAC,CAAC;IACjG,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,KAAK,mBAAmB,EAAE,mCAAmC,CAAC,CAAC;AAC/F,CAAC;AAED,SAAS,mBAAmB;IACxB,MAAM,eAAe,GAAG,IAAI,+BAAe,EAAE,CAAC;IAC9C,eAAe,CAAC,iBAAiB,CAAC,wCAAmB,CAAC,KAAK,CAAC,CAAC;IAC7D,eAAe,CAAC,kBAAkB,CAAC,WAAW,CAAC,CAAC;IAEhD,MAAM,UAAU,GAAG,IAAI,uBAAU,CAAC,eAAe,CAAC,CAAC;IACnD,MAAM,CAAC,UAAU,CAAC,qBAAqB,EAAE,KAAK,OAAO,EAAE,uBAAuB,CAAC,CAAC;IAChF,MAAM,CAAC,UAAU,CAAC,kBAAkB,EAAE,KAAK,WAAW,EAAE,oCAAoC,CAAC,CAAC;IAC9F,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,KAAK,iBAAiB,EAAE,iCAAiC,CAAC,CAAC;AAC3F,CAAC;AAED,SAAS,wBAAwB;IAC7B,MAAM,eAAe,GAAG,IAAI,+BAAe,EAAE,CAAC;IAC9C,eAAe,CAAC,iBAAiB,CAAC,wCAAmB,CAAC,WAAW,CAAC,CAAC;IACnE,eAAe,CAAC,kBAAkB,CAAC,MAAM,CAAC,CAAC;IAE3C,MAAM,UAAU,GAAG,IAAI,uBAAU,CAAC,eAAe,CAAC,CAAC;IACnD,MAAM,CAAC,UAAU,CAAC,qBAAqB,EAAE,KAAK,aAAa,EAAE,6BAA6B,CAAC,CAAC;IAC5F,MAAM,CAAC,UAAU,CAAC,kBAAkB,EAAE,KAAK,MAAM,EAAE,oCAAoC,CAAC,CAAC;IACzF,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,KAAK,kBAAkB,EAAE,kCAAkC,CAAC,CAAC;AAC7F,CAAC;AAED,SAAS,qBAAqB;IAC1B,MAAM,eAAe,GAAG,IAAI,+BAAe,EAAE,CAAC;IAC9C,eAAe,CAAC,iBAAiB,CAAC,wCAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC/E,eAAe,CAAC,kBAAkB,CAAC,YAAY,CAAC,CAAC;IAEjD,MAAM,UAAU,GAAG,IAAI,uBAAU,CAAC,eAAe,CAAC,CAAC;IACnD,MAAM,CAAC,UAAU,CAAC,qBAAqB,EAAE,KAAK,yBAAyB,EAAE,yCAAyC,CAAC,CAAC;IACpH,MAAM,CAAC,UAAU,CAAC,kBAAkB,EAAE,KAAK,YAAY,EAAE,oCAAoC,CAAC,CAAC;IAC/F,MAAM,CAAC,UAAU,CAAC,QAAQ,EAAE,KAAK,oCAAoC,EAAE,oDAAoD,CAAC,CAAC;AACjI,CAAC;AAED,mDAAmD;AAEnD,QAAQ,CAAC,qBAAqB,EAAE,GAAG,EAAE;IACjC,sEAAsE;IACtE,iEAAiE;IACjE,IAAI,CAAC,IAAI,CAAC,uBAAU,CAAC,eAAe,EAAE,CAAC,CACnC,0DAA0D,EAC1D,CAAC,IAAY,EAAE,EAAE;QACb,MAAM,EAAE,GAAG,uBAAU,CAAC,QAAQ,CAAC,IAAI,EAAE,YAAY,GAAG,IAAI,CAAC,CAAC;QAC1D,MAAM,CAAC,EAAE,CAAC,qBAAqB,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QAC9C,MAAM,CAAC,EAAE,CAAC,kBAAkB,EAAE,CAAC,CAAC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,CAAC;QAC1D,MAAM,CAAC,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,GAAG,IAAI,cAAc,IAAI,EAAE,CAAC,CAAC;IAC5D,CAAC,CACJ,CAAC;IAEF,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;QACnE,IAAI,GAAsB,CAAC;QAC3B,IAAI;YACA,uBAAU,CAAC,QAAQ,CAAC,iBAAiB,EAAE,GAAG,CAAC,CAAC;SAC/C;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,iBAAiB,CAAC,CAAC;QAClD,qEAAqE;QACrE,kCAAkC;QAClC,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC;QACvC,MAAM,CAAC,GAAI,CAAC,OAAO,CAAC,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,mEAAmE,EAAE,GAAG,EAAE;QAC3E,mEAAmE;QACnE,mEAAmE;QACnE,8BAA8B;QAC9B,uDAAuD;QACvD,iEAAiE;QACjE,mEAAmE;QACnE,wBAAwB;QACxB,MAAM,EAAE,GAAG,uBAAU,CAAC,QAAQ,CAAC,yBAAyB,EAAE,UAAU,CAAC,CAAC;QACtE,MAAM,CAAC,EAAE,CAAC,iBAAiB,EAAE,CAAC,CAAC,IAAI,CAAC,wCAAmB,CAAC,uBAAuB,CAAC,CAAC;IACrF,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IACxC,IAAI,CAAC,wEAAwE,EAAE,GAAG,EAAE;QAChF,iDAAiD;QACjD,6CAA6C;QAC7C,qBAAqB;QACrB,cAAc;QACd,eAAe;QACf,aAAa;QACb,cAAc;QACd,mBAAmB;QACnB,oBAAoB;QACpB,eAAe;QACf,MAAM,CAAC,uBAAU,CAAC,eAAe,EAAE,CAAC,CAAC,OAAO,CAAC;YACzC,aAAa;YACb,MAAM;YACN,OAAO;YACP,KAAK;YACL,MAAM;YACN,WAAW;YACX,YAAY;YACZ,MAAM;SACT,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,+CAA+C,EAAE,GAAG,EAAE;QACvD,MAAM,CAAC,uBAAU,CAAC,eAAe,EAAE,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,yBAAyB,CAAC,CAAC;IAClF,CAAC,CAAC,CAAC;AACP,CAAC,CAAC,CAAC"}

package/node/wrappers/models/security/identifier.test.ts

@@ -116,6 +116,7 @@ describe('Identifier.getAllTypeNames', () => {
         //   OSI = 4;
         //   FIGI = 5;
         //   SERIES_ID = 6;
+        //   INDEX_NAME = 7;
         //   CASH = 50;
         expect(Identifier.getAllTypeNames()).toEqual([
             'EXCH_TICKER',
@@ -124,6 +125,7 @@ describe('Identifier.getAllTypeNames', () => {
             'OSI',
             'FIGI',
             'SERIES_ID',
+            'INDEX_NAME',
             'CASH',
         ]);
     });

package/node/wrappers/models/security/security-roundtrip.test.js

@@ -1,4 +1,7 @@
 "use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
 /**
  * ISSUE #7: SecurityProto round-trip serialization tests for all 6 security types.
@@ -6,6 +9,10 @@ Object.defineProperty(exports, "__esModule", { value: true });
  * For each type: construct → serialize to bytes → deserialize → verify all fields match.
  */
 const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
+const security_pb_2 = require("../../../fintekkers/models/security/security_pb");
+const security_1 = __importDefault(require("./security"));
+const uuid_1 = require("../utils/uuid");
+const datetime_1 = require("../utils/datetime");
 const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
 const coupon_frequency_pb_1 = require("../../../fintekkers/models/security/coupon_frequency_pb");
 const coupon_type_pb_1 = require("../../../fintekkers/models/security/coupon_type_pb");
@@ -26,7 +33,7 @@ function makeIdentifier(type, value) {
 }
 describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () => {
     test('BOND_SECURITY: all bond fields survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
@@ -43,7 +50,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setDatedDate(makeDate(2020, 1, 15));
         original.setMaturityDate(makeDate(2030, 1, 15));
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
         expect(parsed.getAssetClass()).toBe('Fixed Income');
         expect(parsed.getIssuerName()).toBe('US Treasury');
@@ -62,7 +69,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getIdentifier().getIdentifierType()).toBe(identifier_type_pb_1.IdentifierTypeProto.CUSIP);
     });
     test('TIPS: bond fields + base_cpi + inflation_index_type survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.TIPS);
@@ -76,7 +83,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setBaseCpi(makeDecimal('256.394'));
         original.setInflationIndexType(index_type_pb_1.IndexTypeProto.CPI_U);
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TIPS);
         expect(parsed.getCouponRate().getArbitraryPrecisionValue()).toBe('0.625');
         expect(parsed.getCouponType()).toBe(coupon_type_pb_1.CouponTypeProto.FIXED);
@@ -87,7 +94,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getInflationIndexType()).toBe(index_type_pb_1.IndexTypeProto.CPI_U);
     });
     test('FRN: spread + reference_rate_index + reset_frequency survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_FRN);
@@ -101,7 +108,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setReferenceRateIndex(index_type_pb_1.IndexTypeProto.T_BILL_13_WEEK);
         // Note: setResetFrequency (field 92) not yet in generated JS — codegen needs update
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TREASURY_FRN);
         expect(parsed.getCouponType()).toBe(coupon_type_pb_1.CouponTypeProto.FLOAT);
         expect(parsed.getCouponFrequency()).toBe(coupon_frequency_pb_1.CouponFrequencyProto.QUARTERLY);
@@ -111,7 +118,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getReferenceRateIndex()).toBe(index_type_pb_1.IndexTypeProto.T_BILL_13_WEEK);
     });
     test('EQUITY_SECURITY: identifier + asset_class survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.COMMON_STOCK);
@@ -121,7 +128,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setIdentifier(makeIdentifier(identifier_type_pb_1.IdentifierTypeProto.EXCH_TICKER, 'AAPL'));
         original.setDescription('Apple Inc. Common Stock');
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.COMMON_STOCK);
         expect(parsed.getAssetClass()).toBe('Equity');
         expect(parsed.getIssuerName()).toBe('Apple Inc.');
@@ -131,7 +138,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getIdentifier().getIdentifierType()).toBe(identifier_type_pb_1.IdentifierTypeProto.EXCH_TICKER);
     });
     test('CASH_SECURITY: cash_id + settlement fields survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.CURRENCY);
@@ -142,7 +149,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setDescription('US Dollar');
         original.setIdentifier(makeIdentifier(identifier_type_pb_1.IdentifierTypeProto.CASH, 'USD'));
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.CURRENCY);
         expect(parsed.getAssetClass()).toBe('Cash');
         expect(parsed.getCashId()).toBe('USD');
@@ -151,7 +158,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getIdentifier().getIdentifierType()).toBe(identifier_type_pb_1.IdentifierTypeProto.CASH);
     });
     test('INDEX_SECURITY: index_type + inflation_index_type survive round-trip', () => {
-        const original = new security_pb_1.SecurityProto();
+        const original = new security_pb_2.SecurityProto();
         original.setObjectClass('Security');
         original.setVersion('0.0.1');
         original.setProductType(product_type_pb_1.ProductTypeProto.EQUITY_INDEX);
@@ -161,7 +168,7 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         original.setIndexType(index_type_pb_1.IndexTypeProto.CPI_U);
         original.setIdentifier(makeIdentifier(identifier_type_pb_1.IdentifierTypeProto.CUSIP, 'CPI-U'));
         const bytes = original.serializeBinary();
-        const parsed = security_pb_1.SecurityProto.deserializeBinary(bytes);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
         expect(parsed.getProductType()).toBe(product_type_pb_1.ProductTypeProto.EQUITY_INDEX);
         expect(parsed.getAssetClass()).toBe('Index');
         expect(parsed.getIssuerName()).toBe('Bureau of Labor Statistics');
@@ -170,4 +177,81 @@ describe('SecurityProto Round-Trip Serialization — All 6 Security Types', () =
         expect(parsed.getIdentifier().getIdentifierValue()).toBe('CPI-U');
     });
 });
+describe('v0.2.5: Security link helpers + IndexDetailsProto.constituents', () => {
+    test('linkOf populates uuid, as_of and sets is_link=true', () => {
+        const uuid = uuid_1.UUID.random();
+        const asOf = datetime_1.ZonedDateTime.now();
+        const link = security_1.default.linkOf(uuid, asOf);
+        expect(link.getIsLink()).toBe(true);
+        expect(link.getUuid()).toBeDefined();
+        expect(link.getAsOf()).toBeDefined();
+        expect(link.getAssetClass()).toBe(''); // no other fields populated
+    });
+    test('linkOfLatest skips as_of', () => {
+        const uuid = uuid_1.UUID.random();
+        const link = security_1.default.linkOfLatest(uuid);
+        expect(link.getIsLink()).toBe(true);
+        expect(link.getUuid()).toBeDefined();
+        expect(link.getAsOf()).toBeUndefined();
+    });
+    test('linkOf requires asOf (throws when called without it)', () => {
+        const uuid = uuid_1.UUID.random();
+        expect(() => security_1.default.linkOf(uuid, undefined)).toThrow(/asOf is required/);
+    });
+    test('Security.isLink() reads the proto flag', () => {
+        const full = new security_pb_2.SecurityProto();
+        const wrapperFull = new security_1.default(full);
+        expect(wrapperFull.isLink()).toBe(false);
+        const link = security_1.default.linkOf(uuid_1.UUID.random(), datetime_1.ZonedDateTime.now());
+        const wrapperLink = new security_1.default(link);
+        expect(wrapperLink.isLink()).toBe(true);
+    });
+    test('Accessors throw on link wrappers', () => {
+        const link = security_1.default.linkOf(uuid_1.UUID.random(), datetime_1.ZonedDateTime.now());
+        const wrapper = new security_1.default(link);
+        expect(() => wrapper.getAssetClass()).toThrow(/link-mode/);
+        expect(() => wrapper.getIssuerName()).toThrow(/link-mode/);
+        expect(() => wrapper.getProductType()).toThrow(/link-mode/);
+    });
+    test('Link round-trips via serializeBinary preserving uuid + as_of + is_link', () => {
+        const uuid = uuid_1.UUID.random();
+        const asOf = datetime_1.ZonedDateTime.now();
+        const link = security_1.default.linkOf(uuid, asOf);
+        const bytes = link.serializeBinary();
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(bytes);
+        expect(parsed.getIsLink()).toBe(true);
+        expect(parsed.getUuid()).toBeDefined();
+        const parsedBytes = Array.from(parsed.getUuid().getRawUuid_asU8());
+        expect(parsedBytes).toEqual(uuid.toBytes());
+        expect(parsed.getAsOf().getTimeZone()).toBe(asOf.toProto().getTimeZone());
+    });
+    test('IndexDetailsProto.constituents round-trip with each constituent in link mode', () => {
+        const asOf = datetime_1.ZonedDateTime.now();
+        const c1 = security_1.default.linkOf(uuid_1.UUID.random(), asOf);
+        const c2 = security_1.default.linkOf(uuid_1.UUID.random(), asOf);
+        const details = new security_pb_1.IndexDetailsProto();
+        details.setIndexType(index_type_pb_1.IndexTypeProto.CPI_U);
+        details.setConstituentsList([c1, c2]);
+        const original = new security_pb_2.SecurityProto();
+        original.setProductType(product_type_pb_1.ProductTypeProto.EQUITY_INDEX);
+        original.setIndexDetails(details);
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(original.serializeBinary());
+        const parsedDetails = parsed.getIndexDetails();
+        expect(parsedDetails.getConstituentsList().length).toBe(2);
+        expect(parsedDetails.getConstituentsList()[0].getIsLink()).toBe(true);
+        expect(parsedDetails.getConstituentsList()[0].getAsOf()).toBeDefined();
+    });
+    test('Wire compat: SecurityIdProto-shaped bytes (uuid at tag 1) parse as SecurityProto', () => {
+        // Pre-v0.2.5, legs were SecurityIdProto (uuid at tag 1). We rebuild that
+        // wire shape by serializing a SecurityProto with only uuid set — same
+        // bytes — and confirm round-trip under the new type.
+        const uuid = uuid_1.UUID.random();
+        const legacy = new security_pb_2.SecurityProto();
+        legacy.setUuid(uuid.toUUIDProto());
+        const legacyBytes = legacy.serializeBinary();
+        const parsed = security_pb_2.SecurityProto.deserializeBinary(legacyBytes);
+        const parsedBytes = Array.from(parsed.getUuid().getRawUuid_asU8());
+        expect(parsedBytes).toEqual(uuid.toBytes());
+    });
+});
 //# sourceMappingURL=security-roundtrip.test.js.map