@fintekkers/ledger-models 0.3.0 → 0.4.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/node/fintekkers/models/security/security_pb.d.ts +0 -80
- package/node/fintekkers/models/security/security_pb.js +1 -723
- package/node/fintekkers/models/security/security_pb.test.js +15 -15
- package/node/fintekkers/models/security/security_pb.test.js.map +1 -1
- package/node/fintekkers/models/security/security_pb.test.ts +17 -18
- package/node/wrappers/models/price/Price.cash.test.js +1 -1
- package/node/wrappers/models/price/Price.cash.test.js.map +1 -1
- package/node/wrappers/models/price/Price.cash.test.ts +2 -2
- package/node/wrappers/models/security/BondSecurity.js +8 -8
- package/node/wrappers/models/security/BondSecurity.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.priceScale.test.js +5 -3
- package/node/wrappers/models/security/BondSecurity.priceScale.test.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.priceScale.test.ts +7 -5
- package/node/wrappers/models/security/BondSecurity.test.js +28 -20
- package/node/wrappers/models/security/BondSecurity.test.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.test.ts +29 -21
- package/node/wrappers/models/security/BondSecurity.ts +8 -8
- package/node/wrappers/models/security/security-roundtrip.test.js +77 -61
- package/node/wrappers/models/security/security-roundtrip.test.js.map +1 -1
- package/node/wrappers/models/security/security-roundtrip.test.ts +78 -62
- package/node/wrappers/models/security/security.d.ts +2 -3
- package/node/wrappers/models/security/security.js +8 -10
- package/node/wrappers/models/security/security.js.map +1 -1
- package/node/wrappers/models/security/security.test.js +16 -12
- package/node/wrappers/models/security/security.test.js.map +1 -1
- package/node/wrappers/models/security/security.test.ts +17 -15
- package/node/wrappers/models/security/security.ts +8 -10
- package/node/wrappers/models/transaction/transaction.derived.test.js +8 -6
- package/node/wrappers/models/transaction/transaction.derived.test.js.map +1 -1
- package/node/wrappers/models/transaction/transaction.derived.test.ts +9 -7
- package/node/wrappers/models/transaction/transaction_constructor.test.js +8 -6
- package/node/wrappers/models/transaction/transaction_constructor.test.js.map +1 -1
- package/node/wrappers/models/transaction/transaction_constructor.test.ts +9 -7
- package/node/wrappers/models/utils/datetime.d.ts +14 -0
- package/node/wrappers/models/utils/datetime.js +20 -0
- package/node/wrappers/models/utils/datetime.js.map +1 -1
- package/node/wrappers/models/utils/datetime.test.js +38 -0
- package/node/wrappers/models/utils/datetime.test.js.map +1 -1
- package/node/wrappers/models/utils/datetime.test.ts +46 -0
- package/node/wrappers/models/utils/datetime.ts +22 -0
- package/node/wrappers/services/searchWithSecurities.test.js +2 -2
- package/node/wrappers/services/searchWithSecurities.test.js.map +1 -1
- package/node/wrappers/services/searchWithSecurities.test.ts +2 -2
- package/node/wrappers/services/security-service/security.maturityLadder.test.js +2 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.ts +2 -1
- package/node/wrappers/services/security-service/security.test.js +10 -8
- package/node/wrappers/services/security-service/security.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.test.ts +12 -9
- package/node/wrappers/util/link-resolver.test.js +1 -1
- package/node/wrappers/util/link-resolver.test.js.map +1 -1
- package/node/wrappers/util/link-resolver.test.ts +1 -1
- package/package.json +1 -1
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@@ -1,31 +1,31 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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//
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// v0.4.0 (#277/#278): legacy SecurityProto flat fields removed. Round-trip
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// uses the structured shape (bond_details + extensions).
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const decimal_value_pb_1 = require("../util/decimal_value_pb");
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const local_date_pb_1 = require("../util/local_date_pb");
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const coupon_frequency_pb_1 = require("./coupon_frequency_pb");
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const coupon_type_pb_1 = require("./coupon_type_pb");
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const security_pb_1 = require("./security_pb");
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const product_type_pb_1 = require("./product_type_pb");
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test('create a
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test('create a SecurityProto (with bond_details) and round-trip via binary', () => {
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const bond = new security_pb_1.BondDetailsProto();
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bond.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.ANNUALLY);
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bond.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
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bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
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bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setDatedDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
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const security = new security_pb_1.SecurityProto();
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security.setObjectClass('SomeObjectClass');
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security.setVersion('1.0');
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security.setAssetClass('FixedIncome');
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security.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.ANNUALLY);
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security.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
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security.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
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security.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setDatedDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
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security.
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// Serialize the object to a binary representation
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security.setBondDetails(bond);
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const binaryData = security.serializeBinary();
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expect(deserializedSecurity.toObject()).toEqual(security.toObject());
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const deserialized = security_pb_1.SecurityProto.deserializeBinary(binaryData);
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expect(deserialized.toObject()).toEqual(security.toObject());
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expect(deserialized.getBondDetails().getCouponRate().getArbitraryPrecisionValue()).toBe('0.05');
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});
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//# sourceMappingURL=security_pb.test.js.map
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@@ -1 +1 @@
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{"version":3,"file":"security_pb.test.js","sourceRoot":"","sources":["security_pb.test.ts"],"names":[],"mappings":";;AAAA,
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{"version":3,"file":"security_pb.test.js","sourceRoot":"","sources":["security_pb.test.ts"],"names":[],"mappings":";;AAAA,2EAA2E;AAC3E,yDAAyD;AACzD,+DAA6D;AAC7D,yDAAuD;AACvD,+DAA6D;AAC7D,qDAAmD;AACnD,+CAAgE;AAChE,uDAAqD;AAErD,IAAI,CAAC,sEAAsE,EAAE,GAAG,EAAE;IAChF,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACpC,IAAI,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,QAAQ,CAAC,CAAC;IACvD,IAAI,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IAC/E,IAAI,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IACjF,IAAI,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,IAAI,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,IAAI,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/E,IAAI,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IAE1C,MAAM,QAAQ,GAAG,IAAI,2BAAa,EAAE,CAAC;IACrC,QAAQ,CAAC,cAAc,CAAC,iBAAiB,CAAC,CAAC;IAC3C,QAAQ,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC3B,QAAQ,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IACtC,QAAQ,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IACxD,QAAQ,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IAE9B,MAAM,UAAU,GAAG,QAAQ,CAAC,eAAe,EAAE,CAAC;IAC9C,MAAM,YAAY,GAAG,2BAAa,CAAC,iBAAiB,CAAC,UAAU,CAAC,CAAC;IAEjE,MAAM,CAAC,YAAY,CAAC,QAAQ,EAAE,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,EAAE,CAAC,CAAC;IAC7D,MAAM,CAAC,YAAY,CAAC,cAAc,EAAG,CAAC,aAAa,EAAG,CAAC,0BAA0B,EAAE,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;AACpG,CAAC,CAAC,CAAC"}
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//
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// v0.4.0 (#277/#278): legacy SecurityProto flat fields removed. Round-trip
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// uses the structured shape (bond_details + extensions).
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import { DecimalValueProto } from '../util/decimal_value_pb';
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import { LocalDateProto } from '../util/local_date_pb';
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import { CouponFrequencyProto } from './coupon_frequency_pb';
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import { CouponTypeProto } from './coupon_type_pb';
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import { SecurityProto } from './security_pb';
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import { BondDetailsProto, SecurityProto } from './security_pb';
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import { ProductTypeProto } from './product_type_pb';
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test('create a
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test('create a SecurityProto (with bond_details) and round-trip via binary', () => {
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const bond = new BondDetailsProto();
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bond.setCouponFrequency(CouponFrequencyProto.ANNUALLY);
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bond.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
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bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
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bond.setIssueDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setDatedDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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bond.setCouponType(CouponTypeProto.FIXED);
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const security = new SecurityProto();
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security.setObjectClass('SomeObjectClass');
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security.setVersion('1.0');
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security.setAssetClass('FixedIncome');
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security.setCouponFrequency(CouponFrequencyProto.ANNUALLY);
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security.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
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security.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
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security.setIssueDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setDatedDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(1).setDay(1));
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security.setProductType(ProductTypeProto.TREASURY_NOTE);
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security.
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security.setBondDetails(bond);
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// Serialize the object to a binary representation
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const binaryData = security.serializeBinary();
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const deserialized = SecurityProto.deserializeBinary(binaryData);
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// Test that the deserialized object is the same as the original
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expect(deserializedSecurity.toObject()).toEqual(security.toObject());
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expect(deserialized.toObject()).toEqual(security.toObject());
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expect(deserialized.getBondDetails()!.getCouponRate()!.getArbitraryPrecisionValue()).toBe('0.05');
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});
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securityProto.setProductType(product_type_pb_1.ProductTypeProto.CURRENCY);
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securityProto.setAsOf(datetime_1.ZonedDateTime.now().toProto());
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securityProto.setAssetClass('Cash');
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securityProto.setCashId('USD');
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securityProto.setCashDetails(new security_pb_1.CashDetailsProto().setCashId('USD'));
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return security_1.default.create(securityProto);
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}
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//# sourceMappingURL=Price.cash.test.js.map
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{"version":3,"file":"Price.cash.test.js","sourceRoot":"","sources":["Price.cash.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,oDAA4B;AAC5B,oEAA4C;AAC5C,
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{"version":3,"file":"Price.cash.test.js","sourceRoot":"","sources":["Price.cash.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,oDAA4B;AAC5B,oEAA4C;AAC5C,iFAAkG;AAClG,yFAAuF;AACvF,wCAAqC;AACrC,gDAAkD;AAClD,2CAAqC;AAErC,IAAI,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACjC,gBAAgB,EAAE,CAAC;AACvB,CAAC,CAAC,CAAC;AAEH,SAAS,gBAAgB;;IACrB,MAAM,YAAY,GAAG,uBAAuB,EAAE,CAAC;IAC/C,MAAM,IAAI,GAAG,wBAAa,CAAC,GAAG,EAAE,CAAC;IAEjC,MAAM,SAAS,GAAG,eAAK,CAAC,YAAY,CAAC,YAAY,EAAE,IAAI,CAAC,CAAC;IAEzD,uDAAuD;IACvD,MAAM,UAAU,GAAG,MAAA,SAAS,CAAC,KAAK,CAAC,QAAQ,EAAE,0CAAE,0BAA0B,EAAE,CAAC;IAC5E,MAAM,YAAY,GAAG,IAAI,oBAAO,CAAC,UAAU,IAAI,GAAG,CAAC,CAAC;IACpD,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,IAAI,oBAAO,CAAC,KAAK,CAAC,CAAC,EAAE,gCAAgC,UAAU,EAAE,CAAC,CAAC;IAE9F,wBAAwB;IACxB,MAAM,CAAC,SAAS,CAAC,KAAK,CAAC,WAAW,EAAE,KAAK,YAAY,CAAC,KAAK,EAAE,uBAAuB,CAAC,CAAC;IAEtF,oBAAoB;IACpB,MAAM,CAAC,CAAA,MAAA,SAAS,CAAC,KAAK,CAAC,OAAO,EAAE,0CAAE,WAAW,EAAE,MAAK,IAAI,CAAC,OAAO,EAAE,CAAC,WAAW,EAAE,EAAE,4BAA4B,CAAC,CAAC;AACpH,CAAC;AAED,SAAS,uBAAuB;IAC5B,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,QAAQ,CAAC,CAAC;IACxD,aAAa,CAAC,OAAO,CAAC,wBAAa,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC;IACrD,aAAa,CAAC,aAAa,CAAC,MAAM,CAAC,CAAC;IACpC,aAAa,CAAC,cAAc,CAAC,IAAI,8BAAgB,EAAE,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC,CAAC;IAEtE,OAAO,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;AAC1C,CAAC"}
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import assert = require('assert');
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import Price from './Price';
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import Security from '../security/security';
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import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
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import { SecurityProto, CashDetailsProto } from '../../../fintekkers/models/security/security_pb';
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import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
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import { UUID } from '../utils/uuid';
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import { ZonedDateTime } from '../utils/datetime';
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securityProto.setProductType(ProductTypeProto.CURRENCY);
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securityProto.setAsOf(ZonedDateTime.now().toProto());
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securityProto.setAssetClass('Cash');
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securityProto.setCashId('USD');
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securityProto.setCashDetails(new CashDetailsProto().setCashId('USD'));
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return Security.create(securityProto);
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}
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}
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getCouponRate() {
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const bond = this.getBondLikeDetails();
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const rate = bond ? bond.getCouponRate() :
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const rate = bond ? bond.getCouponRate() : undefined;
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if (!rate)
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throw new Error("Coupon rate is required for bonds");
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return rate;
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}
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getFaceValue() {
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const bond = this.getBondLikeDetails();
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const faceValue = bond ? bond.getFaceValue() :
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const faceValue = bond ? bond.getFaceValue() : undefined;
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if (!faceValue)
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throw new Error("Face value is required for bonds");
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return faceValue;
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}
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getCouponType() {
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84
84
|
const bond = this.getBondLikeDetails();
|
|
85
|
-
const couponType = bond ? bond.getCouponType() :
|
|
86
|
-
if (
|
|
85
|
+
const couponType = bond ? bond.getCouponType() : undefined;
|
|
86
|
+
if (couponType === undefined)
|
|
87
87
|
throw new Error("Coupon Type is required for bonds");
|
|
88
88
|
return new coupon_type_1.CouponType(couponType);
|
|
89
89
|
}
|
|
90
90
|
getCouponFrequency() {
|
|
91
91
|
const bond = this.getBondLikeDetails();
|
|
92
|
-
const couponFrequency = bond ? bond.getCouponFrequency() :
|
|
93
|
-
if (
|
|
92
|
+
const couponFrequency = bond ? bond.getCouponFrequency() : undefined;
|
|
93
|
+
if (couponFrequency === undefined)
|
|
94
94
|
throw new Error("Coupon Frequency is required for bonds");
|
|
95
95
|
return new coupon_frequency_1.CouponFrequency(couponFrequency);
|
|
96
96
|
}
|
|
97
97
|
getDatedDate() {
|
|
98
98
|
const bond = this.getBondLikeDetails();
|
|
99
|
-
const datedDate = bond ? bond.getDatedDate() :
|
|
99
|
+
const datedDate = bond ? bond.getDatedDate() : undefined;
|
|
100
100
|
return datedDate ? new date_1.LocalDate(datedDate) : undefined;
|
|
101
101
|
}
|
|
102
102
|
getIssuanceInfo() {
|
|
103
103
|
const bond = this.getBondLikeDetails();
|
|
104
|
-
return bond ? bond.getIssuanceInfoList() :
|
|
104
|
+
return bond ? bond.getIssuanceInfoList() : [];
|
|
105
105
|
}
|
|
106
106
|
/**
|
|
107
107
|
* Returns the price scale factor for bonds.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.js","sourceRoot":"","sources":["BondSecurity.ts"],"names":[],"mappings":";;;;;AAAA,0DAAkC;AAElC,yFAAuF;AAEvF,wCAA0C;AAE1C,yDAAqD;AACrD,+CAA2C;AAC3C,iCAAuC;AACvC,qFAAmF;AACnF,2CAAqC;AACrC,2DAAqD;AAErD,MAAM,YAAa,SAAQ,kBAAQ;IACjC,YAAY,KAAoB;QAC9B,KAAK,CAAC,KAAK,CAAC,CAAC;QACb,oEAAoE;QACpE,kEAAkE;QAClE,6DAA6D;QAC7D,yDAAyD;QACzD,8CAA8C;QAC9C,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,KAAK,CAAC,cAAc,EAAE,CAAC,CAAC;QAC7D,IAAI,CAAC,MAAM,IAAI,CAAC,IAAA,kCAAc,EAAC,MAAgB,EAAE,MAAM,CAAC,EAAE;YACxD,MAAM,IAAI,KAAK,CACb,+FAA+F,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,SAAS,EAAE,CACrH,CAAC;SACH;IACH,CAAC;IAED;;;;;;OAMG;IACH,QAAQ,CAAC,QAAe;QACtB,MAAM,SAAS,GAAG,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,MAAM,EAAE,CAAC;QACrE,MAAM,YAAY,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC,MAAM,EAAE,CAAC;QAErD,4DAA4D;QAC5D,MAAM,MAAM,GAAG,IAAI,CAAC,eAAe,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC;QAE7D,OAAO,IAAI,YAAK,CAAC,8BAAc,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IAChD,CAAC;IAED;;;OAGG;IACK,eAAe,CAAC,SAAe,EAAE,OAAa;QACpD,IAAI,KAAK,GAAG,OAAO,CAAC,WAAW,EAAE,GAAG,SAAS,CAAC,WAAW,EAAE,CAAC;QAC5D,IAAI,MAAM,GAAG,OAAO,CAAC,QAAQ,EAAE,GAAG,SAAS,CAAC,QAAQ,EAAE,CAAC;QACvD,IAAI,IAAI,GAAG,OAAO,CAAC,OAAO,EAAE,GAAG,SAAS,CAAC,OAAO,EAAE,CAAC;QAEnD,kEAAkE;QAClE,IAAI,IAAI,GAAG,CAAC,EAAE;YACZ,MAAM,EAAE,CAAC;YACT,+CAA+C;YAC/C,MAAM,kBAAkB,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC;YAC5F,IAAI,IAAI,kBAAkB,CAAC;SAC5B;QAED,6BAA6B;QAC7B,IAAI,MAAM,GAAG,CAAC,EAAE;YACd,KAAK,EAAE,CAAC;YACR,MAAM,IAAI,EAAE,CAAC;SACd;QAED,OAAO;YACL,KAAK;YACL,MAAM;YACN,IAAI;SACL,CAAC;IACJ,CAAC;IAED,aAAa;QACX,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,
|
|
1
|
+
{"version":3,"file":"BondSecurity.js","sourceRoot":"","sources":["BondSecurity.ts"],"names":[],"mappings":";;;;;AAAA,0DAAkC;AAElC,yFAAuF;AAEvF,wCAA0C;AAE1C,yDAAqD;AACrD,+CAA2C;AAC3C,iCAAuC;AACvC,qFAAmF;AACnF,2CAAqC;AACrC,2DAAqD;AAErD,MAAM,YAAa,SAAQ,kBAAQ;IACjC,YAAY,KAAoB;QAC9B,KAAK,CAAC,KAAK,CAAC,CAAC;QACb,oEAAoE;QACpE,kEAAkE;QAClE,6DAA6D;QAC7D,yDAAyD;QACzD,8CAA8C;QAC9C,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,KAAK,CAAC,cAAc,EAAE,CAAC,CAAC;QAC7D,IAAI,CAAC,MAAM,IAAI,CAAC,IAAA,kCAAc,EAAC,MAAgB,EAAE,MAAM,CAAC,EAAE;YACxD,MAAM,IAAI,KAAK,CACb,+FAA+F,MAAM,aAAN,MAAM,cAAN,MAAM,GAAI,SAAS,EAAE,CACrH,CAAC;SACH;IACH,CAAC;IAED;;;;;;OAMG;IACH,QAAQ,CAAC,QAAe;QACtB,MAAM,SAAS,GAAG,QAAQ,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,MAAM,EAAE,CAAC;QACrE,MAAM,YAAY,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC,MAAM,EAAE,CAAC;QAErD,4DAA4D;QAC5D,MAAM,MAAM,GAAG,IAAI,CAAC,eAAe,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC;QAE7D,OAAO,IAAI,YAAK,CAAC,8BAAc,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IAChD,CAAC;IAED;;;OAGG;IACK,eAAe,CAAC,SAAe,EAAE,OAAa;QACpD,IAAI,KAAK,GAAG,OAAO,CAAC,WAAW,EAAE,GAAG,SAAS,CAAC,WAAW,EAAE,CAAC;QAC5D,IAAI,MAAM,GAAG,OAAO,CAAC,QAAQ,EAAE,GAAG,SAAS,CAAC,QAAQ,EAAE,CAAC;QACvD,IAAI,IAAI,GAAG,OAAO,CAAC,OAAO,EAAE,GAAG,SAAS,CAAC,OAAO,EAAE,CAAC;QAEnD,kEAAkE;QAClE,IAAI,IAAI,GAAG,CAAC,EAAE;YACZ,MAAM,EAAE,CAAC;YACT,+CAA+C;YAC/C,MAAM,kBAAkB,GAAG,IAAI,IAAI,CAAC,OAAO,CAAC,WAAW,EAAE,EAAE,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC;YAC5F,IAAI,IAAI,kBAAkB,CAAC;SAC5B;QAED,6BAA6B;QAC7B,IAAI,MAAM,GAAG,CAAC,EAAE;YACd,KAAK,EAAE,CAAC;YACR,MAAM,IAAI,EAAE,CAAC;SACd;QAED,OAAO;YACL,KAAK;YACL,MAAM;YACN,IAAI;SACL,CAAC;IACJ,CAAC;IAED,aAAa;QACX,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACrD,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QAChE,OAAO,IAAI,CAAC;IACd,CAAC;IAED,YAAY;QACV,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACzD,IAAI,CAAC,SAAS;YAAE,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;QACpE,OAAO,SAAS,CAAC;IACnB,CAAC;IAED,aAAa;QACX,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,UAAU,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QAC3D,IAAI,UAAU,KAAK,SAAS;YAAE,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QACnF,OAAO,IAAI,wBAAU,CAAC,UAAU,CAAC,CAAC;IACpC,CAAC;IAED,kBAAkB;QAChB,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,eAAe,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,kBAAkB,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACrE,IAAI,eAAe,KAAK,SAAS;YAAE,MAAM,IAAI,KAAK,CAAC,wCAAwC,CAAC,CAAC;QAC7F,OAAO,IAAI,kCAAe,CAAC,eAAe,CAAC,CAAC;IAC9C,CAAC;IAED,YAAY;QACV,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACzD,OAAO,SAAS,CAAC,CAAC,CAAC,IAAI,gBAAS,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IAC1D,CAAC;IAED,eAAe;QACb,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,OAAO,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,mBAAmB,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;IAChD,CAAC;IAED;;;;;OAKG;IACH,mBAAmB;QACjB,OAAO,IAAI,oBAAO,CAAC,MAAM,CAAC,CAAC;IAC7B,CAAC;IAED;;;;;;OAMG;IACH,YAAY;QACV,MAAM,IAAI,GAAG,KAAK,CAAC,YAAY,EAAE,CAAC;QAClC,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,kCAAkC,CAAC,CAAC;QAC/D,OAAO,IAAI,CAAC;IACd,CAAC;IAED,cAAc;QACZ,6CAA6C;QAC7C,8DAA8D;QAC9D,IAAI,OAAQ,IAAY,CAAC,QAAQ,KAAK,UAAU,EAAE;YAChD,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;SACxE;QAED,MAAM,KAAK,GAAI,IAAY,CAAC,QAAQ,EAAE,CAAC;QACvC,IAAI,CAAC,KAAK,EAAE;YACV,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;SAChE;QAED,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;QAChC,IAAI,CAAC,MAAM,EAAE;YACX,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;SACjE;QAED,MAAM,KAAK,GAAG,MAAM,CAAC,KAAK,CAAC;QAC3B,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;QAE7B,IAAI,KAAK,GAAG,CAAC,IAAI,CAAC,KAAK,KAAK,CAAC,IAAI,MAAM,KAAK,CAAC,CAAC,EAAE;YAC9C,OAAO,MAAM,CAAC;SACf;aAAM,IAAI,KAAK,GAAG,EAAE,EAAE;YACrB,OAAO,MAAM,CAAC;SACf;aAAM;YACL,OAAO,MAAM,CAAC;SACf;IACH,CAAC;CACF;AAED,kBAAe,YAAY,CAAC"}
|
|
@@ -28,9 +28,11 @@ function createDummyBondSecurity() {
|
|
|
28
28
|
securityProto.setUuid(uuid_1.UUID.random().toUUIDProto());
|
|
29
29
|
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
30
30
|
securityProto.setAsOf(datetime_1.ZonedDateTime.now().toProto());
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
31
|
+
const bond = new security_pb_1.BondDetailsProto();
|
|
32
|
+
bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
33
|
+
bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
34
|
+
bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
35
|
+
securityProto.setBondDetails(bond);
|
|
34
36
|
return new BondSecurity_1.default(securityProto);
|
|
35
37
|
}
|
|
36
38
|
//# sourceMappingURL=BondSecurity.priceScale.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.priceScale.test.js","sourceRoot":"","sources":["BondSecurity.priceScale.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,kEAA0C;AAC1C,
|
|
1
|
+
{"version":3,"file":"BondSecurity.priceScale.test.js","sourceRoot":"","sources":["BondSecurity.priceScale.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,kEAA0C;AAC1C,iFAAkG;AAClG,yFAAuF;AACvF,uFAAqF;AACrF,iFAA+E;AAC/E,wCAAqC;AACrC,gDAAkD;AAClD,2CAAqC;AAErC,IAAI,CAAC,uCAAuC,EAAE,GAAG,EAAE;IAC/C,uBAAuB,EAAE,CAAC;AAC9B,CAAC,CAAC,CAAC;AAEH,SAAS,uBAAuB;IAC5B,MAAM,YAAY,GAAG,uBAAuB,EAAE,CAAC;IAC/C,MAAM,gBAAgB,GAAG,YAAY,CAAC,mBAAmB,EAAE,CAAC;IAE5D,8CAA8C;IAC9C,MAAM,CAAC,gBAAgB,CAAC,MAAM,CAAC,IAAI,oBAAO,CAAC,MAAM,CAAC,CAAC,EAC/C,yCAAyC,gBAAgB,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;AAChF,CAAC;AAED,SAAS,uBAAuB;IAC5B,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,OAAO,CAAC,wBAAa,CAAC,GAAG,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC;IACrD,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACpC,IAAI,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IACjF,IAAI,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,IAAI,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/E,aAAa,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IAEnC,OAAO,IAAI,sBAAY,CAAC,aAAa,CAAC,CAAC;AAC3C,CAAC"}
|
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
import assert = require('assert');
|
|
2
2
|
import BondSecurity from './BondSecurity';
|
|
3
|
-
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
3
|
+
import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
|
|
4
4
|
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
5
5
|
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
6
6
|
import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
|
|
@@ -28,9 +28,11 @@ function createDummyBondSecurity(): BondSecurity {
|
|
|
28
28
|
securityProto.setUuid(UUID.random().toUUIDProto());
|
|
29
29
|
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
30
30
|
securityProto.setAsOf(ZonedDateTime.now().toProto());
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
31
|
+
const bond = new BondDetailsProto();
|
|
32
|
+
bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
33
|
+
bond.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
34
|
+
bond.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
35
|
+
securityProto.setBondDetails(bond);
|
|
36
|
+
|
|
35
37
|
return new BondSecurity(securityProto);
|
|
36
38
|
}
|
|
@@ -32,12 +32,14 @@ function testBondSecurityCreation() {
|
|
|
32
32
|
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
33
33
|
securityProto.setAssetClass('FixedIncome');
|
|
34
34
|
securityProto.setIssuerName('Test Issuer');
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
35
|
+
const bond = new security_pb_1.BondDetailsProto();
|
|
36
|
+
bond.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
37
|
+
bond.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
|
|
38
|
+
bond.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
|
|
39
|
+
bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
40
|
+
bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
41
|
+
bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
42
|
+
securityProto.setBondDetails(bond);
|
|
41
43
|
securityProto.setDescription('Test Bond Security');
|
|
42
44
|
// Call Security.create and validate it returns a BondSecurity
|
|
43
45
|
const security = security_1.default.create(securityProto);
|
|
@@ -60,14 +62,16 @@ function testBondSecurityTenor() {
|
|
|
60
62
|
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
61
63
|
securityProto.setAssetClass('FixedIncome');
|
|
62
64
|
securityProto.setIssuerName('Test Issuer');
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
66
|
-
|
|
65
|
+
const bond = new security_pb_1.BondDetailsProto();
|
|
66
|
+
bond.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
67
|
+
bond.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
|
|
68
|
+
bond.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
|
|
69
|
+
bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
67
70
|
// Set issue date: January 1, 2021
|
|
68
|
-
|
|
71
|
+
bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
69
72
|
// Set maturity date: January 1, 2031 (exactly 10 years later)
|
|
70
|
-
|
|
73
|
+
bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
74
|
+
securityProto.setBondDetails(bond);
|
|
71
75
|
securityProto.setDescription('Test 10-Year Bond Security');
|
|
72
76
|
// Create BondSecurity
|
|
73
77
|
const security = security_1.default.create(securityProto);
|
|
@@ -98,14 +102,16 @@ function testBondSecurityTenor() {
|
|
|
98
102
|
securityProto2.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
99
103
|
securityProto2.setAssetClass('FixedIncome');
|
|
100
104
|
securityProto2.setIssuerName('Test Issuer');
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
+
const bond2 = new security_pb_1.BondDetailsProto();
|
|
106
|
+
bond2.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
|
|
107
|
+
bond2.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
|
|
108
|
+
bond2.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
|
|
109
|
+
bond2.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
105
110
|
// Set issue date: January 15, 2021
|
|
106
|
-
|
|
111
|
+
bond2.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(15));
|
|
107
112
|
// Set maturity date: July 20, 2023 (2 years, 6 months, 5 days)
|
|
108
|
-
|
|
113
|
+
bond2.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(7).setDay(20));
|
|
114
|
+
securityProto2.setBondDetails(bond2);
|
|
109
115
|
securityProto2.setDescription('Test Bond with Months and Days');
|
|
110
116
|
const bondSecurity2 = security_1.default.create(securityProto2);
|
|
111
117
|
const tenor2 = bondSecurity2.getTenor();
|
|
@@ -123,9 +129,11 @@ function testBondSecurityTenorWithAsOfDate() {
|
|
|
123
129
|
// Create a SecurityProto with BOND_SECURITY type and dates for a 10-year bond
|
|
124
130
|
const securityProto = new security_pb_1.SecurityProto();
|
|
125
131
|
securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
|
|
126
|
-
|
|
132
|
+
const bond3 = new security_pb_1.BondDetailsProto();
|
|
133
|
+
bond3.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
127
134
|
// Set maturity date: January 1, 2031 (exactly 10 years later)
|
|
128
|
-
|
|
135
|
+
bond3.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
136
|
+
securityProto.setBondDetails(bond3);
|
|
129
137
|
// Create BondSecurity
|
|
130
138
|
const security = security_1.default.create(securityProto);
|
|
131
139
|
const bondSecurity = security;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"BondSecurity.test.js","sourceRoot":"","sources":["BondSecurity.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;AAC1C,
|
|
1
|
+
{"version":3,"file":"BondSecurity.test.js","sourceRoot":"","sources":["BondSecurity.test.ts"],"names":[],"mappings":";;;;;AAAA,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;AAC1C,iFAAkG;AAClG,yFAAuF;AACvF,uFAAqF;AACrF,iGAA+F;AAC/F,iFAA+E;AAC/E,uFAAqF;AACrF,wCAAqC;AAErC,qFAAmF;AAEnF,IAAI,CAAC,kFAAkF,EAAE,GAAG,EAAE;IAC1F,wBAAwB,EAAE,CAAC;AAC/B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qEAAqE,EAAE,GAAG,EAAE;IAC7E,qBAAqB,EAAE,CAAC;AAC5B,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qFAAqF,EAAE,GAAG,EAAE;IAC7F,iCAAiC,EAAE,CAAC;AACxC,CAAC,CAAC,CAAC;AAEH,SAAS,wBAAwB;IAC7B,oFAAoF;IACpF,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACpC,IAAI,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IAC1C,IAAI,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IAC3D,IAAI,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IAC/E,IAAI,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IACjF,IAAI,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,IAAI,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/E,aAAa,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IACnC,aAAa,CAAC,cAAc,CAAC,oBAAoB,CAAC,CAAC;IAEnD,8DAA8D;IAC9D,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,CAAC,QAAQ,YAAY,sBAAY,EAAE,uDAAuD,CAAC,CAAC;IAElG,uCAAuC;IACvC,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,uBAAuB;IACvB,MAAM,UAAU,GAAG,YAAY,CAAC,aAAa,EAAE,CAAC;IAChD,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,KAAK,OAAO,EAAE,mCAAmC,UAAU,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;IAE9F,4BAA4B;IAC5B,MAAM,eAAe,GAAG,YAAY,CAAC,kBAAkB,EAAE,CAAC;IAC1D,MAAM,CAAC,eAAe,CAAC,QAAQ,EAAE,KAAK,cAAc,EAAE,+CAA+C,eAAe,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC;AACvI,CAAC;AAED,SAAS,qBAAqB;IAC1B,8EAA8E;IAC9E,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC1C,aAAa,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IACzC,aAAa,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IAClC,aAAa,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACnD,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,aAAa,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC3C,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACpC,IAAI,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IAC1C,IAAI,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IAC3D,IAAI,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IAC/E,IAAI,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAEjF,kCAAkC;IAClC,IAAI,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,8DAA8D;IAC9D,IAAI,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/E,aAAa,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IACnC,aAAa,CAAC,cAAc,CAAC,4BAA4B,CAAC,CAAC;IAE3D,sBAAsB;IACtB,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,CAAC,QAAQ,YAAY,sBAAY,EAAE,uDAAuD,CAAC,CAAC;IAClG,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,kBAAkB;IAClB,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,EAAE,CAAC;IACtC,MAAM,CAAC,KAAK,KAAK,IAAI,EAAE,0BAA0B,CAAC,CAAC;IACnD,MAAM,CAAC,KAAK,CAAC,OAAO,EAAE,KAAK,8BAAc,CAAC,IAAI,EAAE,2BAA2B,CAAC,CAAC;IAE7E,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IAChC,MAAM,CAAC,MAAM,KAAK,IAAI,EAAE,2BAA2B,CAAC,CAAC;IACrD,IAAI,MAAM,EAAE;QACR,MAAM,CAAC,MAAM,CAAC,KAAK,KAAK,EAAE,EAAE,0BAA0B,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC;QACtE,MAAM,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;QACvE,MAAM,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;KACpE;IAED,yBAAyB;IACzB,MAAM,gBAAgB,GAAG,KAAK,CAAC,mBAAmB,EAAE,CAAC;IACrD,MAAM,CAAC,gBAAgB,KAAK,KAAK,EAAE,0CAA0C,gBAAgB,GAAG,CAAC,CAAC;IAElG,kBAAkB;IAClB,MAAM,WAAW,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IACrC,MAAM,CAAC,WAAW,KAAK,WAAW,EAAE,8BAA8B,WAAW,GAAG,CAAC,CAAC;IAElF,4CAA4C;IAC5C,MAAM,cAAc,GAAG,IAAI,2BAAa,EAAE,CAAC;IAC3C,cAAc,CAAC,cAAc,CAAC,UAAU,CAAC,CAAC;IAC1C,cAAc,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC;IACnC,cAAc,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC,CAAC;IACpD,cAAc,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC9D,cAAc,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC5C,cAAc,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;IAC5C,MAAM,KAAK,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACrC,KAAK,CAAC,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC,CAAC;IAC3C,KAAK,CAAC,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC,CAAC;IAC5D,KAAK,CAAC,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC,CAAC;IAChF,KAAK,CAAC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC,CAAC;IAElF,mCAAmC;IACnC,KAAK,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IAC9E,+DAA+D;IAC/D,KAAK,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC;IACjF,cAAc,CAAC,cAAc,CAAC,KAAK,CAAC,CAAC;IACrC,cAAc,CAAC,cAAc,CAAC,gCAAgC,CAAC,CAAC;IAEhE,MAAM,aAAa,GAAG,kBAAQ,CAAC,MAAM,CAAC,cAAc,CAAiB,CAAC;IACtE,MAAM,MAAM,GAAG,aAAa,CAAC,QAAQ,EAAE,CAAC;IACxC,MAAM,OAAO,GAAG,MAAM,CAAC,QAAQ,EAAE,CAAC;IAElC,IAAI,OAAO,EAAE;QACT,MAAM,CAAC,OAAO,CAAC,KAAK,KAAK,CAAC,EAAE,yBAAyB,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC;QACtE,MAAM,CAAC,OAAO,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC;QACzE,MAAM,CAAC,OAAO,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC;KACtE;IAED,0EAA0E;IAC1E,yBAAyB;IACzB,MAAM,CAAC,MAAM,CAAC,QAAQ,EAAE,KAAK,YAAY,EAAE,+BAA+B,MAAM,CAAC,QAAQ,EAAE,GAAG,CAAC,CAAC;AACpG,CAAC;AAED,SAAS,iCAAiC;IACtC,8EAA8E;IAC9E,MAAM,aAAa,GAAG,IAAI,2BAAa,EAAE,CAAC;IAE1C,aAAa,CAAC,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC,CAAC;IAC7D,MAAM,KAAK,GAAG,IAAI,8BAAgB,EAAE,CAAC;IACrC,KAAK,CAAC,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7E,8DAA8D;IAC9D,KAAK,CAAC,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAChF,aAAa,CAAC,cAAc,CAAC,KAAK,CAAC,CAAC;IAEpC,sBAAsB;IACtB,MAAM,QAAQ,GAAG,kBAAQ,CAAC,MAAM,CAAC,aAAa,CAAC,CAAC;IAChD,MAAM,YAAY,GAAG,QAAwB,CAAC;IAE9C,kBAAkB;IAClB,MAAM,QAAQ,GAAG,IAAI,IAAI,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACtC,MAAM,KAAK,GAAG,YAAY,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC;IAE9C,MAAM,CAAC,KAAK,KAAK,IAAI,EAAE,0BAA0B,CAAC,CAAC;IACnD,MAAM,CAAC,KAAK,CAAC,OAAO,EAAE,KAAK,8BAAc,CAAC,IAAI,EAAE,2BAA2B,CAAC,CAAC;IAE7E,MAAM,MAAM,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IAChC,MAAM,CAAC,MAAM,KAAK,IAAI,EAAE,2BAA2B,CAAC,CAAC;IACrD,IAAI,MAAM,EAAE;QACR,MAAM,CAAC,MAAM,CAAC,KAAK,KAAK,CAAC,EAAE,yBAAyB,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC;QACpE,MAAM,CAAC,MAAM,CAAC,MAAM,KAAK,CAAC,EAAE,0BAA0B,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC;QACvE,MAAM,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,EAAE,wBAAwB,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;KACpE;IAED,yBAAyB;IACzB,MAAM,gBAAgB,GAAG,KAAK,CAAC,mBAAmB,EAAE,CAAC;IACrD,MAAM,CAAC,gBAAgB,KAAK,IAAI,EAAE,yCAAyC,gBAAgB,GAAG,CAAC,CAAC;IAEhG,MAAM,WAAW,GAAG,KAAK,CAAC,QAAQ,EAAE,CAAC;IACrC,MAAM,CAAC,WAAW,KAAK,UAAU,EAAE,6BAA6B,WAAW,GAAG,CAAC,CAAC;AACpF,CAAC"}
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
import assert = require('assert');
|
|
2
2
|
import Security from './security';
|
|
3
3
|
import BondSecurity from './BondSecurity';
|
|
4
|
-
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
4
|
+
import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
|
|
5
5
|
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
6
6
|
import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
|
|
7
7
|
import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
|
|
@@ -32,12 +32,14 @@ function testBondSecurityCreation(): void {
|
|
|
32
32
|
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
33
33
|
securityProto.setAssetClass('FixedIncome');
|
|
34
34
|
securityProto.setIssuerName('Test Issuer');
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
35
|
+
const bond = new BondDetailsProto();
|
|
36
|
+
bond.setCouponType(CouponTypeProto.FIXED);
|
|
37
|
+
bond.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
|
|
38
|
+
bond.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
|
|
39
|
+
bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
40
|
+
bond.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
41
|
+
bond.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
42
|
+
securityProto.setBondDetails(bond);
|
|
41
43
|
securityProto.setDescription('Test Bond Security');
|
|
42
44
|
|
|
43
45
|
// Call Security.create and validate it returns a BondSecurity
|
|
@@ -65,15 +67,17 @@ function testBondSecurityTenor(): void {
|
|
|
65
67
|
securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
|
|
66
68
|
securityProto.setAssetClass('FixedIncome');
|
|
67
69
|
securityProto.setIssuerName('Test Issuer');
|
|
68
|
-
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
70
|
+
const bond = new BondDetailsProto();
|
|
71
|
+
bond.setCouponType(CouponTypeProto.FIXED);
|
|
72
|
+
bond.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
|
|
73
|
+
bond.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
|
|
74
|
+
bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
|
|
72
75
|
|
|
73
76
|
// Set issue date: January 1, 2021
|
|
74
|
-
|
|
77
|
+
bond.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
|
|
75
78
|
// Set maturity date: January 1, 2031 (exactly 10 years later)
|
|
76
|
-
|
|
79
|
+
bond.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
|
|
80
|
+
securityProto.setBondDetails(bond);
|
|
77
81
|
securityProto.setDescription('Test 10-Year Bond Security');
|
|
78
82
|
|
|
79
83
|
// Create BondSecurity
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@@ -110,15 +114,17 @@ function testBondSecurityTenor(): void {
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110
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securityProto2.setProductType(ProductTypeProto.TREASURY_NOTE);
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111
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securityProto2.setAssetClass('FixedIncome');
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securityProto2.setIssuerName('Test Issuer');
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113
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-
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114
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-
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115
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-
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116
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-
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117
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+
const bond2 = new BondDetailsProto();
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118
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+
bond2.setCouponType(CouponTypeProto.FIXED);
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119
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bond2.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
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120
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bond2.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
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bond2.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
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// Set issue date: January 15, 2021
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-
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124
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+
bond2.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(15));
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120
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// Set maturity date: July 20, 2023 (2 years, 6 months, 5 days)
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-
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126
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+
bond2.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(7).setDay(20));
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securityProto2.setBondDetails(bond2);
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122
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securityProto2.setDescription('Test Bond with Months and Days');
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const bondSecurity2 = Security.create(securityProto2) as BondSecurity;
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@@ -141,9 +147,11 @@ function testBondSecurityTenorWithAsOfDate(): void {
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141
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const securityProto = new SecurityProto();
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142
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143
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securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
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144
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-
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150
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+
const bond3 = new BondDetailsProto();
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151
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bond3.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
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// Set maturity date: January 1, 2031 (exactly 10 years later)
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-
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153
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+
bond3.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
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154
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+
securityProto.setBondDetails(bond3);
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147
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148
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// Create BondSecurity
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const security = Security.create(securityProto);
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@@ -77,41 +77,41 @@ class BondSecurity extends Security {
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77
77
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78
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getCouponRate(): DecimalValueProto {
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79
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const bond = this.getBondLikeDetails();
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80
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-
const rate = bond ? bond.getCouponRate() :
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80
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+
const rate = bond ? bond.getCouponRate() : undefined;
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if (!rate) throw new Error("Coupon rate is required for bonds");
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return rate;
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}
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getFaceValue(): DecimalValueProto {
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const bond = this.getBondLikeDetails();
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87
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-
const faceValue = bond ? bond.getFaceValue() :
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87
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+
const faceValue = bond ? bond.getFaceValue() : undefined;
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if (!faceValue) throw new Error("Face value is required for bonds");
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89
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return faceValue;
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90
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}
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91
91
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92
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getCouponType(): CouponType {
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93
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const bond = this.getBondLikeDetails();
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94
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-
const couponType = bond ? bond.getCouponType() :
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95
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-
if (
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94
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+
const couponType = bond ? bond.getCouponType() : undefined;
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95
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+
if (couponType === undefined) throw new Error("Coupon Type is required for bonds");
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96
96
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return new CouponType(couponType);
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97
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}
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98
98
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99
99
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getCouponFrequency(): CouponFrequency {
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100
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const bond = this.getBondLikeDetails();
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101
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-
const couponFrequency = bond ? bond.getCouponFrequency() :
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102
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-
if (
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101
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+
const couponFrequency = bond ? bond.getCouponFrequency() : undefined;
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102
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if (couponFrequency === undefined) throw new Error("Coupon Frequency is required for bonds");
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103
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return new CouponFrequency(couponFrequency);
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104
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}
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105
105
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106
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getDatedDate(): LocalDate | undefined {
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107
107
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const bond = this.getBondLikeDetails();
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108
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-
const datedDate = bond ? bond.getDatedDate() :
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108
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+
const datedDate = bond ? bond.getDatedDate() : undefined;
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109
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return datedDate ? new LocalDate(datedDate) : undefined;
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110
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}
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111
111
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112
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getIssuanceInfo(): IssuanceProto[] {
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113
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const bond = this.getBondLikeDetails();
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114
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-
return bond ? bond.getIssuanceInfoList() :
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114
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+
return bond ? bond.getIssuanceInfoList() : [];
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115
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}
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116
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117
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/**
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