npm - @fintekkers/ledger-models - Versions diffs - 0.3.1 → 0.4.1 - Mend

@fintekkers/ledger-models 0.3.1 → 0.4.1

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.

Files changed (82) hide show

package/node/wrappers/models/security/BondSecurity.test.js CHANGED Viewed

@@ -32,12 +32,14 @@ function testBondSecurityCreation() {
     securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
     securityProto.setAssetClass('FixedIncome');
     securityProto.setIssuerName('Test Issuer');
-    securityProto.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
-    securityProto.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
-    securityProto.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
-    securityProto.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
-    securityProto.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    const bond = new security_pb_1.BondDetailsProto();
+    bond.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
+    bond.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
+    bond.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond);
     securityProto.setDescription('Test Bond Security');
     // Call Security.create and validate it returns a BondSecurity
     const security = security_1.default.create(securityProto);
@@ -60,14 +62,16 @@ function testBondSecurityTenor() {
     securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
     securityProto.setAssetClass('FixedIncome');
     securityProto.setIssuerName('Test Issuer');
-    securityProto.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
-    securityProto.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
-    securityProto.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    const bond = new security_pb_1.BondDetailsProto();
+    bond.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
+    bond.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
+    bond.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
     // Set issue date: January 1, 2021
-    securityProto.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    bond.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
     // Set maturity date: January 1, 2031 (exactly 10 years later)
-    securityProto.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    bond.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond);
     securityProto.setDescription('Test 10-Year Bond Security');
     // Create BondSecurity
     const security = security_1.default.create(securityProto);
@@ -98,14 +102,16 @@ function testBondSecurityTenor() {
     securityProto2.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
     securityProto2.setAssetClass('FixedIncome');
     securityProto2.setIssuerName('Test Issuer');
-    securityProto2.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
-    securityProto2.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
-    securityProto2.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto2.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    const bond2 = new security_pb_1.BondDetailsProto();
+    bond2.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED);
+    bond2.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY);
+    bond2.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond2.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
     // Set issue date: January 15, 2021
-    securityProto2.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(15));
+    bond2.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(15));
     // Set maturity date: July 20, 2023 (2 years, 6 months, 5 days)
-    securityProto2.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(7).setDay(20));
+    bond2.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(7).setDay(20));
+    securityProto2.setBondDetails(bond2);
     securityProto2.setDescription('Test Bond with Months and Days');
     const bondSecurity2 = security_1.default.create(securityProto2);
     const tenor2 = bondSecurity2.getTenor();
@@ -123,9 +129,11 @@ function testBondSecurityTenorWithAsOfDate() {
     // Create a SecurityProto with BOND_SECURITY type and dates for a 10-year bond
     const securityProto = new security_pb_1.SecurityProto();
     securityProto.setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
-    securityProto.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    const bond3 = new security_pb_1.BondDetailsProto();
+    bond3.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2021).setMonth(1).setDay(1));
     // Set maturity date: January 1, 2031 (exactly 10 years later)
-    securityProto.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    bond3.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond3);
     // Create BondSecurity
     const security = security_1.default.create(securityProto);
     const bondSecurity = security;

package/node/wrappers/models/security/BondSecurity.test.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ 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package/node/wrappers/models/security/BondSecurity.test.ts CHANGED Viewed

@@ -1,7 +1,7 @@
 import assert = require('assert');
 import Security from './security';
 import BondSecurity from './BondSecurity';
-import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
+import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
 import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
 import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
 import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
@@ -32,12 +32,14 @@ function testBondSecurityCreation(): void {
     securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
     securityProto.setAssetClass('FixedIncome');
     securityProto.setIssuerName('Test Issuer');
-    securityProto.setCouponType(CouponTypeProto.FIXED);
-    securityProto.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
-    securityProto.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
-    securityProto.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
-    securityProto.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    const bond = new BondDetailsProto();
+    bond.setCouponType(CouponTypeProto.FIXED);
+    bond.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
+    bond.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    bond.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    bond.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond);
     securityProto.setDescription('Test Bond Security');
     // Call Security.create and validate it returns a BondSecurity
@@ -65,15 +67,17 @@ function testBondSecurityTenor(): void {
     securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
     securityProto.setAssetClass('FixedIncome');
     securityProto.setIssuerName('Test Issuer');
-    securityProto.setCouponType(CouponTypeProto.FIXED);
-    securityProto.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
-    securityProto.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    const bond = new BondDetailsProto();
+    bond.setCouponType(CouponTypeProto.FIXED);
+    bond.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
+    bond.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
     // Set issue date: January 1, 2021
-    securityProto.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    bond.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
     // Set maturity date: January 1, 2031 (exactly 10 years later)
-    securityProto.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    bond.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond);
     securityProto.setDescription('Test 10-Year Bond Security');
     // Create BondSecurity
@@ -110,15 +114,17 @@ function testBondSecurityTenor(): void {
     securityProto2.setProductType(ProductTypeProto.TREASURY_NOTE);
     securityProto2.setAssetClass('FixedIncome');
     securityProto2.setIssuerName('Test Issuer');
-    securityProto2.setCouponType(CouponTypeProto.FIXED);
-    securityProto2.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
-    securityProto2.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
-    securityProto2.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
+    const bond2 = new BondDetailsProto();
+    bond2.setCouponType(CouponTypeProto.FIXED);
+    bond2.setCouponFrequency(CouponFrequencyProto.SEMIANNUALLY);
+    bond2.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.05'));
+    bond2.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('1000.00'));
     // Set issue date: January 15, 2021
-    securityProto2.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(15));
+    bond2.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(15));
     // Set maturity date: July 20, 2023 (2 years, 6 months, 5 days)
-    securityProto2.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(7).setDay(20));
+    bond2.setMaturityDate(new LocalDateProto().setYear(2023).setMonth(7).setDay(20));
+    securityProto2.setBondDetails(bond2);
     securityProto2.setDescription('Test Bond with Months and Days');
     const bondSecurity2 = Security.create(securityProto2) as BondSecurity;
@@ -141,9 +147,11 @@ function testBondSecurityTenorWithAsOfDate(): void {
     const securityProto = new SecurityProto();
     securityProto.setProductType(ProductTypeProto.TREASURY_NOTE);
-    securityProto.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
+    const bond3 = new BondDetailsProto();
+    bond3.setIssueDate(new LocalDateProto().setYear(2021).setMonth(1).setDay(1));
     // Set maturity date: January 1, 2031 (exactly 10 years later)
-    securityProto.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    bond3.setMaturityDate(new LocalDateProto().setYear(2031).setMonth(1).setDay(1));
+    securityProto.setBondDetails(bond3);
     // Create BondSecurity
     const security = Security.create(securityProto);

package/node/wrappers/models/security/BondSecurity.ts CHANGED Viewed

@@ -1,15 +1,60 @@
 import Security from './security';
-import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
+import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
 import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
 import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
+import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
 import { LocalDate } from '../utils/date';
 import { IssuanceProto } from '../../../fintekkers/models/security/bond/issuance_pb';
 import { CouponFrequency } from './coupon_frequency';
 import { CouponType } from './coupon_type';
 import { Tenor, Period } from './term';
 import { TenorTypeProto } from '../../../fintekkers/models/security/tenor_type_pb';
+import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
+import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
 import { Decimal } from 'decimal.js';
 import { isDescendantOf } from './product_hierarchy';
+import Issuance from './Issuance';
+/**
+ * Inputs required to mint a SecurityProto for the bond pricer. Shared by
+ * BondSecurity / TIPSBond / FloatingRateNote builders.
+ */
+export interface BondPricerInputs {
+  faceValue: Decimal;
+  couponRate: Decimal;
+  couponType: CouponTypeProto;
+  couponFrequency: CouponFrequencyProto;
+  issueDate: LocalDate;
+  maturityDate: LocalDate;
+}
+/**
+ * Build a LocalDateProto from a LocalDate wrapper. Exported so subclass
+ * builders (TIPSBond, FloatingRateNote) can re-use it without poking at
+ * LocalDate's proto privately.
+ */
+export function localDateToProto(d: LocalDate): LocalDateProto {
+  return d.toProto();
+}
+/** Build a DecimalValueProto from a Decimal. */
+export function decimalToProto(v: Decimal): DecimalValueProto {
+  return new DecimalValueProto().setArbitraryPrecisionValue(v.toString());
+}
+/**
+ * Build a populated BondDetailsProto from BondPricerInputs. Shared helper
+ * so the three pricer-input builders stay in sync.
+ */
+export function buildBondDetails(args: BondPricerInputs): BondDetailsProto {
+  return new BondDetailsProto()
+    .setFaceValue(decimalToProto(args.faceValue))
+    .setCouponRate(decimalToProto(args.couponRate))
+    .setCouponType(args.couponType)
+    .setCouponFrequency(args.couponFrequency)
+    .setIssueDate(localDateToProto(args.issueDate))
+    .setMaturityDate(localDateToProto(args.maturityDate));
+}
 class BondSecurity extends Security {
   constructor(proto: SecurityProto) {
@@ -77,41 +122,58 @@ class BondSecurity extends Security {
   getCouponRate(): DecimalValueProto {
     const bond = this.getBondLikeDetails();
-    const rate = bond ? bond.getCouponRate() : this.proto.getCouponRate();
+    const rate = bond ? bond.getCouponRate() : undefined;
     if (!rate) throw new Error("Coupon rate is required for bonds");
     return rate;
   }
   getFaceValue(): DecimalValueProto {
     const bond = this.getBondLikeDetails();
-    const faceValue = bond ? bond.getFaceValue() : this.proto.getFaceValue();
+    const faceValue = bond ? bond.getFaceValue() : undefined;
     if (!faceValue) throw new Error("Face value is required for bonds");
     return faceValue;
   }
   getCouponType(): CouponType {
     const bond = this.getBondLikeDetails();
-    const couponType = bond ? bond.getCouponType() : this.proto.getCouponType();
-    if (!couponType) throw new Error("Coupon Type is required for bonds");
+    const couponType = bond ? bond.getCouponType() : undefined;
+    if (couponType === undefined) throw new Error("Coupon Type is required for bonds");
     return new CouponType(couponType);
   }
   getCouponFrequency(): CouponFrequency {
     const bond = this.getBondLikeDetails();
-    const couponFrequency = bond ? bond.getCouponFrequency() : this.proto.getCouponFrequency();
-    if (!couponFrequency) throw new Error("Coupon Frequency is required for bonds");
+    const couponFrequency = bond ? bond.getCouponFrequency() : undefined;
+    if (couponFrequency === undefined) throw new Error("Coupon Frequency is required for bonds");
     return new CouponFrequency(couponFrequency);
   }
   getDatedDate(): LocalDate | undefined {
     const bond = this.getBondLikeDetails();
-    const datedDate = bond ? bond.getDatedDate() : this.proto.getDatedDate();
+    const datedDate = bond ? bond.getDatedDate() : undefined;
     return datedDate ? new LocalDate(datedDate) : undefined;
   }
-  getIssuanceInfo(): IssuanceProto[] {
+  /**
+   * Returns every auction/reopening record on this bond as typed Issuance
+   * wrappers. Empty list if bond_details is unset or has no issuances.
+   */
+  getIssuances(): Issuance[] {
     const bond = this.getBondLikeDetails();
-    return bond ? bond.getIssuanceInfoList() : this.proto.getIssuanceInfoList();
+    const list: IssuanceProto[] = bond ? bond.getIssuanceInfoList() : [];
+    return list.map(p => new Issuance(p));
+  }
+  /**
+   * Build a fresh SecurityProto for a vanilla treasury note from pricer
+   * inputs. Use TIPSBond.fromPricerInputs / FloatingRateNote.fromPricerInputs
+   * for the inflation-linked / floating variants.
+   */
+  static fromPricerInputs(args: BondPricerInputs): SecurityProto {
+    const bond = buildBondDetails(args);
+    return new SecurityProto()
+      .setProductType(ProductTypeProto.TREASURY_NOTE)
+      .setBondDetails(bond);
   }
   /**

package/node/wrappers/models/security/FloatingRateNote.d.ts ADDED Viewed

@@ -0,0 +1,30 @@
+import BondSecurity, { BondPricerInputs } from './BondSecurity';
+import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
+import { IndexTypeProto } from '../../../fintekkers/models/security/index/index_type_pb';
+import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
+import { Decimal } from 'decimal.js';
+/**
+ * FRN-specific accessors layered on top of BondSecurity. The floating-rate
+ * fields live in the parallel frn_extension sub-message; bond_details
+ * still carries face value / dates / etc.
+ */
+declare class FloatingRateNote extends BondSecurity {
+    constructor(proto: SecurityProto);
+    private getFrnExtension;
+    /** Spread added on top of the reference rate at each reset. */
+    getSpread(): Decimal | null;
+    /** Which index the coupon resets off (SOFR on a US TREASURY_FRN). */
+    getReferenceRateIndex(): IndexTypeProto;
+    /** Reset cadence (e.g. QUARTERLY). */
+    getResetFrequency(): CouponFrequencyProto;
+    /**
+     * Build a fresh SecurityProto for a floating-rate note. product_type is
+     * set to TREASURY_FRN so Security.create routes back to this wrapper.
+     */
+    static fromPricerInputs(args: BondPricerInputs & {
+        spread: Decimal;
+        referenceRateIndex: IndexTypeProto;
+        resetFrequency: CouponFrequencyProto;
+    }): SecurityProto;
+}
+export default FloatingRateNote;

package/node/wrappers/models/security/FloatingRateNote.js ADDED Viewed

@@ -0,0 +1,80 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
+    Object.defineProperty(o, "default", { enumerable: true, value: v });
+}) : function(o, v) {
+    o["default"] = v;
+});
+var __importStar = (this && this.__importStar) || function (mod) {
+    if (mod && mod.__esModule) return mod;
+    var result = {};
+    if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
+    __setModuleDefault(result, mod);
+    return result;
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const BondSecurity_1 = __importStar(require("./BondSecurity"));
+const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
+const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
+const index_type_pb_1 = require("../../../fintekkers/models/security/index/index_type_pb");
+const coupon_frequency_pb_1 = require("../../../fintekkers/models/security/coupon_frequency_pb");
+const decimal_js_1 = require("decimal.js");
+/**
+ * FRN-specific accessors layered on top of BondSecurity. The floating-rate
+ * fields live in the parallel frn_extension sub-message; bond_details
+ * still carries face value / dates / etc.
+ */
+class FloatingRateNote extends BondSecurity_1.default {
+    constructor(proto) {
+        super(proto);
+    }
+    getFrnExtension() {
+        var _a;
+        return (_a = this.proto.getFrnExtension()) !== null && _a !== void 0 ? _a : undefined;
+    }
+    /** Spread added on top of the reference rate at each reset. */
+    getSpread() {
+        const ext = this.getFrnExtension();
+        const v = ext ? ext.getSpread() : undefined;
+        if (!v)
+            return null;
+        return new decimal_js_1.Decimal(v.getArbitraryPrecisionValue());
+    }
+    /** Which index the coupon resets off (SOFR on a US TREASURY_FRN). */
+    getReferenceRateIndex() {
+        const ext = this.getFrnExtension();
+        return ext ? ext.getReferenceRateIndex() : index_type_pb_1.IndexTypeProto.UNKNOWN_INDEX_TYPE;
+    }
+    /** Reset cadence (e.g. QUARTERLY). */
+    getResetFrequency() {
+        const ext = this.getFrnExtension();
+        return ext ? ext.getResetFrequency() : coupon_frequency_pb_1.CouponFrequencyProto.UNKNOWN_COUPON_FREQUENCY;
+    }
+    /**
+     * Build a fresh SecurityProto for a floating-rate note. product_type is
+     * set to TREASURY_FRN so Security.create routes back to this wrapper.
+     */
+    static fromPricerInputs(args) {
+        const bond = (0, BondSecurity_1.buildBondDetails)(args);
+        const frn = new security_pb_1.FrnExtensionProto()
+            .setSpread((0, BondSecurity_1.decimalToProto)(args.spread))
+            .setReferenceRateIndex(args.referenceRateIndex)
+            .setResetFrequency(args.resetFrequency);
+        return new security_pb_1.SecurityProto()
+            .setProductType(product_type_pb_1.ProductTypeProto.TREASURY_FRN)
+            .setBondDetails(bond)
+            .setFrnExtension(frn);
+    }
+}
+exports.default = FloatingRateNote;
+//# sourceMappingURL=FloatingRateNote.js.map

package/node/wrappers/models/security/FloatingRateNote.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"FloatingRateNote.js","sourceRoot":"","sources":["FloatingRateNote.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;AAAA,+DAIwB;AACxB,iFAAmG;AACnG,yFAAuF;AACvF,2FAAyF;AACzF,iGAA+F;AAC/F,2CAAqC;AAErC;;;;GAIG;AACH,MAAM,gBAAiB,SAAQ,sBAAY;IACzC,YAAY,KAAoB;QAC9B,KAAK,CAAC,KAAK,CAAC,CAAC;IACf,CAAC;IAEO,eAAe;;QACrB,OAAO,MAAA,IAAI,CAAC,KAAK,CAAC,eAAe,EAAE,mCAAI,SAAS,CAAC;IACnD,CAAC;IAED,+DAA+D;IAC/D,SAAS;QACP,MAAM,GAAG,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC;QACnC,MAAM,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QAC5C,IAAI,CAAC,CAAC;YAAE,OAAO,IAAI,CAAC;QACpB,OAAO,IAAI,oBAAO,CAAC,CAAC,CAAC,0BAA0B,EAAE,CAAC,CAAC;IACrD,CAAC;IAED,qEAAqE;IACrE,qBAAqB;QACnB,MAAM,GAAG,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC;QACnC,OAAO,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,qBAAqB,EAAE,CAAC,CAAC,CAAC,8BAAc,CAAC,kBAAkB,CAAC;IAC/E,CAAC;IAED,sCAAsC;IACtC,iBAAiB;QACf,MAAM,GAAG,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC;QACnC,OAAO,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,iBAAiB,EAAE,CAAC,CAAC,CAAC,0CAAoB,CAAC,wBAAwB,CAAC;IACvF,CAAC;IAED;;;OAGG;IACH,MAAM,CAAC,gBAAgB,CAAC,IAIvB;QACC,MAAM,IAAI,GAAG,IAAA,+BAAgB,EAAC,IAAI,CAAC,CAAC;QACpC,MAAM,GAAG,GAAG,IAAI,+BAAiB,EAAE;aAChC,SAAS,CAAC,IAAA,6BAAc,EAAC,IAAI,CAAC,MAAM,CAAC,CAAC;aACtC,qBAAqB,CAAC,IAAI,CAAC,kBAAkB,CAAC;aAC9C,iBAAiB,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QAC1C,OAAO,IAAI,2BAAa,EAAE;aACvB,cAAc,CAAC,kCAAgB,CAAC,YAAY,CAAC;aAC7C,cAAc,CAAC,IAAI,CAAC;aACpB,eAAe,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;CACF;AAED,kBAAe,gBAAgB,CAAC"}

package/node/wrappers/models/security/FloatingRateNote.ts ADDED Viewed

@@ -0,0 +1,67 @@
+import BondSecurity, {
+  BondPricerInputs,
+  buildBondDetails,
+  decimalToProto,
+} from './BondSecurity';
+import { SecurityProto, FrnExtensionProto } from '../../../fintekkers/models/security/security_pb';
+import { ProductTypeProto } from '../../../fintekkers/models/security/product_type_pb';
+import { IndexTypeProto } from '../../../fintekkers/models/security/index/index_type_pb';
+import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
+import { Decimal } from 'decimal.js';
+/**
+ * FRN-specific accessors layered on top of BondSecurity. The floating-rate
+ * fields live in the parallel frn_extension sub-message; bond_details
+ * still carries face value / dates / etc.
+ */
+class FloatingRateNote extends BondSecurity {
+  constructor(proto: SecurityProto) {
+    super(proto);
+  }
+  private getFrnExtension(): FrnExtensionProto | undefined {
+    return this.proto.getFrnExtension() ?? undefined;
+  }
+  /** Spread added on top of the reference rate at each reset. */
+  getSpread(): Decimal | null {
+    const ext = this.getFrnExtension();
+    const v = ext ? ext.getSpread() : undefined;
+    if (!v) return null;
+    return new Decimal(v.getArbitraryPrecisionValue());
+  }
+  /** Which index the coupon resets off (SOFR on a US TREASURY_FRN). */
+  getReferenceRateIndex(): IndexTypeProto {
+    const ext = this.getFrnExtension();
+    return ext ? ext.getReferenceRateIndex() : IndexTypeProto.UNKNOWN_INDEX_TYPE;
+  }
+  /** Reset cadence (e.g. QUARTERLY). */
+  getResetFrequency(): CouponFrequencyProto {
+    const ext = this.getFrnExtension();
+    return ext ? ext.getResetFrequency() : CouponFrequencyProto.UNKNOWN_COUPON_FREQUENCY;
+  }
+  /**
+   * Build a fresh SecurityProto for a floating-rate note. product_type is
+   * set to TREASURY_FRN so Security.create routes back to this wrapper.
+   */
+  static fromPricerInputs(args: BondPricerInputs & {
+    spread: Decimal;
+    referenceRateIndex: IndexTypeProto;
+    resetFrequency: CouponFrequencyProto;
+  }): SecurityProto {
+    const bond = buildBondDetails(args);
+    const frn = new FrnExtensionProto()
+      .setSpread(decimalToProto(args.spread))
+      .setReferenceRateIndex(args.referenceRateIndex)
+      .setResetFrequency(args.resetFrequency);
+    return new SecurityProto()
+      .setProductType(ProductTypeProto.TREASURY_FRN)
+      .setBondDetails(bond)
+      .setFrnExtension(frn);
+  }
+}
+export default FloatingRateNote;

package/node/wrappers/models/security/IndexSecurity.d.ts ADDED Viewed

@@ -0,0 +1,16 @@
+import Security from './security';
+import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
+import { IndexTypeProto } from '../../../fintekkers/models/security/index/index_type_pb';
+/**
+ * Wrapper for Security messages whose product_type is a descendant of
+ * INDEX in hierarchy.json (CPI_SERIES, SOFR_SERIES, EQUITY_INDEX, etc.).
+ * The index-specific fields live in the index_details sub-message (one of
+ * the non_bond_details oneof variants).
+ */
+declare class IndexSecurity extends Security {
+    constructor(proto: SecurityProto);
+    /** Which index family this security represents. Defaults to
+     * UNKNOWN_INDEX_TYPE when index_details is not populated. */
+    getIndexType(): IndexTypeProto;
+}
+export default IndexSecurity;

package/node/wrappers/models/security/IndexSecurity.js ADDED Viewed

@@ -0,0 +1,26 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const security_1 = __importDefault(require("./security"));
+const index_type_pb_1 = require("../../../fintekkers/models/security/index/index_type_pb");
+/**
+ * Wrapper for Security messages whose product_type is a descendant of
+ * INDEX in hierarchy.json (CPI_SERIES, SOFR_SERIES, EQUITY_INDEX, etc.).
+ * The index-specific fields live in the index_details sub-message (one of
+ * the non_bond_details oneof variants).
+ */
+class IndexSecurity extends security_1.default {
+    constructor(proto) {
+        super(proto);
+    }
+    /** Which index family this security represents. Defaults to
+     * UNKNOWN_INDEX_TYPE when index_details is not populated. */
+    getIndexType() {
+        const details = this.proto.getIndexDetails();
+        return details ? details.getIndexType() : index_type_pb_1.IndexTypeProto.UNKNOWN_INDEX_TYPE;
+    }
+}
+exports.default = IndexSecurity;
+//# sourceMappingURL=IndexSecurity.js.map

package/node/wrappers/models/security/IndexSecurity.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"IndexSecurity.js","sourceRoot":"","sources":["IndexSecurity.ts"],"names":[],"mappings":";;;;;AAAA,0DAAkC;AAElC,2FAAyF;AAEzF;;;;;GAKG;AACH,MAAM,aAAc,SAAQ,kBAAQ;IAClC,YAAY,KAAoB;QAC9B,KAAK,CAAC,KAAK,CAAC,CAAC;IACf,CAAC;IAED;iEAC6D;IAC7D,YAAY;QACV,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,eAAe,EAAE,CAAC;QAC7C,OAAO,OAAO,CAAC,CAAC,CAAC,OAAO,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,8BAAc,CAAC,kBAAkB,CAAC;IAC9E,CAAC;CACF;AAED,kBAAe,aAAa,CAAC"}

package/node/wrappers/models/security/IndexSecurity.test.d.ts ADDED Viewed

	@@ -0,0 +1 @@
1	+ export {};

package/node/wrappers/models/security/IndexSecurity.test.js ADDED Viewed

@@ -0,0 +1,60 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const security_1 = __importDefault(require("./security"));
+const IndexSecurity_1 = __importDefault(require("./IndexSecurity"));
+const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
+const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
+const index_type_pb_1 = require("../../../fintekkers/models/security/index/index_type_pb");
+const uuid_1 = require("../utils/uuid");
+test('Security.create routes CPI_SERIES to IndexSecurity', () => {
+    const proto = new security_pb_1.SecurityProto()
+        .setObjectClass('Security')
+        .setVersion('0.0.1')
+        .setUuid(uuid_1.UUID.random().toUUIDProto())
+        .setProductType(product_type_pb_1.ProductTypeProto.CPI_SERIES)
+        .setAssetClass('Index');
+    proto.setIndexDetails(new security_pb_1.IndexDetailsProto().setIndexType(index_type_pb_1.IndexTypeProto.CPI_U));
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(IndexSecurity_1.default);
+    expect(sec.getIndexType()).toBe(index_type_pb_1.IndexTypeProto.CPI_U);
+});
+test('Security.create routes SOFR_SERIES to IndexSecurity', () => {
+    const proto = new security_pb_1.SecurityProto()
+        .setObjectClass('Security')
+        .setVersion('0.0.1')
+        .setUuid(uuid_1.UUID.random().toUUIDProto())
+        .setProductType(product_type_pb_1.ProductTypeProto.SOFR_SERIES)
+        .setAssetClass('Index');
+    proto.setIndexDetails(new security_pb_1.IndexDetailsProto().setIndexType(index_type_pb_1.IndexTypeProto.SOFR));
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(IndexSecurity_1.default);
+    expect(sec.getIndexType()).toBe(index_type_pb_1.IndexTypeProto.SOFR);
+});
+test('IndexSecurity.getIndexType returns UNKNOWN when index_details is unset', () => {
+    // Force-construct without populating index_details so we exercise the
+    // null-safe branch in the getter.
+    const proto = new security_pb_1.SecurityProto()
+        .setObjectClass('Security')
+        .setVersion('0.0.1')
+        .setUuid(uuid_1.UUID.random().toUUIDProto())
+        .setProductType(product_type_pb_1.ProductTypeProto.CPI_SERIES)
+        .setAssetClass('Index');
+    const sec = security_1.default.create(proto);
+    expect(sec.getIndexType()).toBe(index_type_pb_1.IndexTypeProto.UNKNOWN_INDEX_TYPE);
+});
+test('IndexSecurity extends Security (not BondSecurity)', () => {
+    const proto = new security_pb_1.SecurityProto()
+        .setObjectClass('Security')
+        .setVersion('0.0.1')
+        .setUuid(uuid_1.UUID.random().toUUIDProto())
+        .setProductType(product_type_pb_1.ProductTypeProto.EQUITY_INDEX);
+    proto.setIndexDetails(new security_pb_1.IndexDetailsProto().setIndexType(index_type_pb_1.IndexTypeProto.US_TREASURY));
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(IndexSecurity_1.default);
+    expect(sec).toBeInstanceOf(security_1.default);
+    expect(sec.isBond()).toBe(false);
+});
+//# sourceMappingURL=IndexSecurity.test.js.map