@fintekkers/ledger-models 0.3.1 → 0.4.1

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

@@ -0,0 +1 @@
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package/node/wrappers/models/security/IndexSecurity.test.ts

@@ -0,0 +1,60 @@
+import Security from './security';
+import IndexSecurity from './IndexSecurity';
+import { SecurityProto, IndexDetailsProto } 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 { UUID } from '../utils/uuid';
+
+test('Security.create routes CPI_SERIES to IndexSecurity', () => {
+  const proto = new SecurityProto()
+    .setObjectClass('Security')
+    .setVersion('0.0.1')
+    .setUuid(UUID.random().toUUIDProto())
+    .setProductType(ProductTypeProto.CPI_SERIES)
+    .setAssetClass('Index');
+  proto.setIndexDetails(new IndexDetailsProto().setIndexType(IndexTypeProto.CPI_U));
+
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(IndexSecurity);
+  expect((sec as IndexSecurity).getIndexType()).toBe(IndexTypeProto.CPI_U);
+});
+
+test('Security.create routes SOFR_SERIES to IndexSecurity', () => {
+  const proto = new SecurityProto()
+    .setObjectClass('Security')
+    .setVersion('0.0.1')
+    .setUuid(UUID.random().toUUIDProto())
+    .setProductType(ProductTypeProto.SOFR_SERIES)
+    .setAssetClass('Index');
+  proto.setIndexDetails(new IndexDetailsProto().setIndexType(IndexTypeProto.SOFR));
+
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(IndexSecurity);
+  expect((sec as IndexSecurity).getIndexType()).toBe(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 SecurityProto()
+    .setObjectClass('Security')
+    .setVersion('0.0.1')
+    .setUuid(UUID.random().toUUIDProto())
+    .setProductType(ProductTypeProto.CPI_SERIES)
+    .setAssetClass('Index');
+  const sec = Security.create(proto) as IndexSecurity;
+  expect(sec.getIndexType()).toBe(IndexTypeProto.UNKNOWN_INDEX_TYPE);
+});
+
+test('IndexSecurity extends Security (not BondSecurity)', () => {
+  const proto = new SecurityProto()
+    .setObjectClass('Security')
+    .setVersion('0.0.1')
+    .setUuid(UUID.random().toUUIDProto())
+    .setProductType(ProductTypeProto.EQUITY_INDEX);
+  proto.setIndexDetails(new IndexDetailsProto().setIndexType(IndexTypeProto.US_TREASURY));
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(IndexSecurity);
+  expect(sec).toBeInstanceOf(Security);
+  expect(sec.isBond()).toBe(false);
+});

package/node/wrappers/models/security/IndexSecurity.ts

@@ -0,0 +1,24 @@
+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).
+ */
+class IndexSecurity extends Security {
+  constructor(proto: SecurityProto) {
+    super(proto);
+  }
+
+  /** Which index family this security represents. Defaults to
+   * UNKNOWN_INDEX_TYPE when index_details is not populated. */
+  getIndexType(): IndexTypeProto {
+    const details = this.proto.getIndexDetails();
+    return details ? details.getIndexType() : IndexTypeProto.UNKNOWN_INDEX_TYPE;
+  }
+}
+
+export default IndexSecurity;

package/node/wrappers/models/security/Issuance.d.ts

@@ -0,0 +1,35 @@
+import { IssuanceProto } from "../../../fintekkers/models/security/bond/issuance_pb";
+import { AuctionTypeProto } from "../../../fintekkers/models/security/bond/auction_type_pb";
+import { LocalDate } from "../utils/date";
+import Decimal from "decimal.js";
+/**
+ * Typed wrapper around a single IssuanceProto. Returns null for unset
+ * sub-messages and Decimal/LocalDate for populated ones — callers no longer
+ * have to spell out the proto / Decimal coercions at every call site.
+ *
+ * Note: IssuanceProto has no `dated_date` or `auction_date` field on the
+ * proto today, so those accessors are intentionally absent.
+ */
+declare class Issuance {
+    proto: IssuanceProto;
+    constructor(proto: IssuanceProto);
+    private static _toDecimal;
+    private static _toLocalDate;
+    /** Auction issue (settlement) date. Null if unset. */
+    getIssueDate(): LocalDate | null;
+    /** Auction announcement date. Null if unset. */
+    getAnnouncementDate(): LocalDate | null;
+    /** Auction offering amount (original face value offered). Null if unset. */
+    getOriginalFaceValue(): Decimal | null;
+    /** Total quantity accepted at auction. Null if unset. */
+    getTotalAccepted(): Decimal | null;
+    /** Outstanding quantity after auction settles. Null if unset. */
+    getPostAuctionOutstandingQuantity(): Decimal | null;
+    /** Quantity of the mature security used in reopenings. Null if unset. */
+    getMatureSecurityAmount(): Decimal | null;
+    /** Single-price auction clearing price. Null if unset (e.g., multi-price). */
+    getPriceForSinglePriceAuction(): Decimal | null;
+    /** Auction type enum (defaults to UNKNOWN_AUCTION_TYPE if unset). */
+    getAuctionType(): AuctionTypeProto;
+}
+export default Issuance;

package/node/wrappers/models/security/Issuance.js

@@ -0,0 +1,64 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const date_1 = require("../utils/date");
+const decimal_js_1 = __importDefault(require("decimal.js"));
+/**
+ * Typed wrapper around a single IssuanceProto. Returns null for unset
+ * sub-messages and Decimal/LocalDate for populated ones — callers no longer
+ * have to spell out the proto / Decimal coercions at every call site.
+ *
+ * Note: IssuanceProto has no `dated_date` or `auction_date` field on the
+ * proto today, so those accessors are intentionally absent.
+ */
+class Issuance {
+    constructor(proto) {
+        this.proto = proto;
+    }
+    static _toDecimal(value) {
+        if (!value)
+            return null;
+        return new decimal_js_1.default(value.getArbitraryPrecisionValue());
+    }
+    static _toLocalDate(value) {
+        if (!value)
+            return null;
+        return new date_1.LocalDate(value);
+    }
+    /** Auction issue (settlement) date. Null if unset. */
+    getIssueDate() {
+        return Issuance._toLocalDate(this.proto.getAuctionIssueDate());
+    }
+    /** Auction announcement date. Null if unset. */
+    getAnnouncementDate() {
+        return Issuance._toLocalDate(this.proto.getAuctionAnnouncementDate());
+    }
+    /** Auction offering amount (original face value offered). Null if unset. */
+    getOriginalFaceValue() {
+        return Issuance._toDecimal(this.proto.getAuctionOfferingAmount());
+    }
+    /** Total quantity accepted at auction. Null if unset. */
+    getTotalAccepted() {
+        return Issuance._toDecimal(this.proto.getTotalAccepted());
+    }
+    /** Outstanding quantity after auction settles. Null if unset. */
+    getPostAuctionOutstandingQuantity() {
+        return Issuance._toDecimal(this.proto.getPostAuctionOutstandingQuantity());
+    }
+    /** Quantity of the mature security used in reopenings. Null if unset. */
+    getMatureSecurityAmount() {
+        return Issuance._toDecimal(this.proto.getMatureSecurityAmount());
+    }
+    /** Single-price auction clearing price. Null if unset (e.g., multi-price). */
+    getPriceForSinglePriceAuction() {
+        return Issuance._toDecimal(this.proto.getPriceForSinglePriceAuction());
+    }
+    /** Auction type enum (defaults to UNKNOWN_AUCTION_TYPE if unset). */
+    getAuctionType() {
+        return this.proto.getAuctionType();
+    }
+}
+exports.default = Issuance;
+//# sourceMappingURL=Issuance.js.map

package/node/wrappers/models/security/Issuance.js.map

@@ -0,0 +1 @@
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package/node/wrappers/models/security/Issuance.test.d.ts

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

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

@@ -0,0 +1,55 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const Issuance_1 = __importDefault(require("./Issuance"));
+const issuance_pb_1 = require("../../../fintekkers/models/security/bond/issuance_pb");
+const auction_type_pb_1 = require("../../../fintekkers/models/security/bond/auction_type_pb");
+const decimal_value_pb_1 = require("../../../fintekkers/models/util/decimal_value_pb");
+const local_date_pb_1 = require("../../../fintekkers/models/util/local_date_pb");
+const decimal_js_1 = __importDefault(require("decimal.js"));
+function buildProto() {
+    const p = new issuance_pb_1.IssuanceProto();
+    p.setAuctionIssueDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(2).setDay(15));
+    p.setAuctionAnnouncementDate(new local_date_pb_1.LocalDateProto().setYear(2023).setMonth(2).setDay(8));
+    p.setAuctionOfferingAmount(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('45000000000'));
+    p.setTotalAccepted(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('44999500000'));
+    p.setPostAuctionOutstandingQuantity(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('44999500000'));
+    p.setMatureSecurityAmount(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0'));
+    p.setPriceForSinglePriceAuction(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('99.875'));
+    p.setAuctionType(auction_type_pb_1.AuctionTypeProto.SINGLE_PRICE);
+    return p;
+}
+test('Issuance typed accessors return wrapped values', () => {
+    var _a, _b, _c, _d, _e, _f, _g;
+    const iss = new Issuance_1.default(buildProto());
+    expect((_a = iss.getIssueDate()) === null || _a === void 0 ? void 0 : _a.toString()).toBe('2023-2-15');
+    expect((_b = iss.getAnnouncementDate()) === null || _b === void 0 ? void 0 : _b.toString()).toBe('2023-2-8');
+    expect((_c = iss.getOriginalFaceValue()) === null || _c === void 0 ? void 0 : _c.toString()).toBe('45000000000');
+    expect((_d = iss.getTotalAccepted()) === null || _d === void 0 ? void 0 : _d.toString()).toBe('44999500000');
+    expect((_e = iss.getPostAuctionOutstandingQuantity()) === null || _e === void 0 ? void 0 : _e.toString()).toBe('44999500000');
+    expect((_f = iss.getMatureSecurityAmount()) === null || _f === void 0 ? void 0 : _f.toString()).toBe('0');
+    expect((_g = iss.getPriceForSinglePriceAuction()) === null || _g === void 0 ? void 0 : _g.toString()).toBe('99.875');
+    expect(iss.getAuctionType()).toBe(auction_type_pb_1.AuctionTypeProto.SINGLE_PRICE);
+});
+test('Issuance returns null for unset sub-messages', () => {
+    const iss = new Issuance_1.default(new issuance_pb_1.IssuanceProto());
+    expect(iss.getIssueDate()).toBeNull();
+    expect(iss.getAnnouncementDate()).toBeNull();
+    expect(iss.getOriginalFaceValue()).toBeNull();
+    expect(iss.getTotalAccepted()).toBeNull();
+    expect(iss.getPostAuctionOutstandingQuantity()).toBeNull();
+    expect(iss.getMatureSecurityAmount()).toBeNull();
+    expect(iss.getPriceForSinglePriceAuction()).toBeNull();
+    // enum defaults to zero value
+    expect(iss.getAuctionType()).toBe(auction_type_pb_1.AuctionTypeProto.UNKNOWN_AUCTION_TYPE);
+});
+test('Issuance Decimal returns are Decimal instances (for math)', () => {
+    const iss = new Issuance_1.default(buildProto());
+    const faceValue = iss.getOriginalFaceValue();
+    expect(faceValue).toBeInstanceOf(decimal_js_1.default);
+    // smoke: doing arithmetic should work
+    expect(faceValue.plus(1).toString()).toBe('45000000001');
+});
+//# sourceMappingURL=Issuance.test.js.map

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

@@ -0,0 +1 @@
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package/node/wrappers/models/security/Issuance.test.ts

@@ -0,0 +1,52 @@
+import Issuance from './Issuance';
+import { IssuanceProto } from '../../../fintekkers/models/security/bond/issuance_pb';
+import { AuctionTypeProto } from '../../../fintekkers/models/security/bond/auction_type_pb';
+import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
+import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
+import Decimal from 'decimal.js';
+
+function buildProto(): IssuanceProto {
+  const p = new IssuanceProto();
+  p.setAuctionIssueDate(new LocalDateProto().setYear(2023).setMonth(2).setDay(15));
+  p.setAuctionAnnouncementDate(new LocalDateProto().setYear(2023).setMonth(2).setDay(8));
+  p.setAuctionOfferingAmount(new DecimalValueProto().setArbitraryPrecisionValue('45000000000'));
+  p.setTotalAccepted(new DecimalValueProto().setArbitraryPrecisionValue('44999500000'));
+  p.setPostAuctionOutstandingQuantity(new DecimalValueProto().setArbitraryPrecisionValue('44999500000'));
+  p.setMatureSecurityAmount(new DecimalValueProto().setArbitraryPrecisionValue('0'));
+  p.setPriceForSinglePriceAuction(new DecimalValueProto().setArbitraryPrecisionValue('99.875'));
+  p.setAuctionType(AuctionTypeProto.SINGLE_PRICE);
+  return p;
+}
+
+test('Issuance typed accessors return wrapped values', () => {
+  const iss = new Issuance(buildProto());
+  expect(iss.getIssueDate()?.toString()).toBe('2023-2-15');
+  expect(iss.getAnnouncementDate()?.toString()).toBe('2023-2-8');
+  expect(iss.getOriginalFaceValue()?.toString()).toBe('45000000000');
+  expect(iss.getTotalAccepted()?.toString()).toBe('44999500000');
+  expect(iss.getPostAuctionOutstandingQuantity()?.toString()).toBe('44999500000');
+  expect(iss.getMatureSecurityAmount()?.toString()).toBe('0');
+  expect(iss.getPriceForSinglePriceAuction()?.toString()).toBe('99.875');
+  expect(iss.getAuctionType()).toBe(AuctionTypeProto.SINGLE_PRICE);
+});
+
+test('Issuance returns null for unset sub-messages', () => {
+  const iss = new Issuance(new IssuanceProto());
+  expect(iss.getIssueDate()).toBeNull();
+  expect(iss.getAnnouncementDate()).toBeNull();
+  expect(iss.getOriginalFaceValue()).toBeNull();
+  expect(iss.getTotalAccepted()).toBeNull();
+  expect(iss.getPostAuctionOutstandingQuantity()).toBeNull();
+  expect(iss.getMatureSecurityAmount()).toBeNull();
+  expect(iss.getPriceForSinglePriceAuction()).toBeNull();
+  // enum defaults to zero value
+  expect(iss.getAuctionType()).toBe(AuctionTypeProto.UNKNOWN_AUCTION_TYPE);
+});
+
+test('Issuance Decimal returns are Decimal instances (for math)', () => {
+  const iss = new Issuance(buildProto());
+  const faceValue = iss.getOriginalFaceValue();
+  expect(faceValue).toBeInstanceOf(Decimal);
+  // smoke: doing arithmetic should work
+  expect(faceValue!.plus(1).toString()).toBe('45000000001');
+});

package/node/wrappers/models/security/Issuance.ts

@@ -0,0 +1,74 @@
+import { IssuanceProto } from "../../../fintekkers/models/security/bond/issuance_pb";
+import { AuctionTypeProto } from "../../../fintekkers/models/security/bond/auction_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 Decimal from "decimal.js";
+
+/**
+ * Typed wrapper around a single IssuanceProto. Returns null for unset
+ * sub-messages and Decimal/LocalDate for populated ones — callers no longer
+ * have to spell out the proto / Decimal coercions at every call site.
+ *
+ * Note: IssuanceProto has no `dated_date` or `auction_date` field on the
+ * proto today, so those accessors are intentionally absent.
+ */
+class Issuance {
+  proto: IssuanceProto;
+
+  constructor(proto: IssuanceProto) {
+    this.proto = proto;
+  }
+
+  private static _toDecimal(value: DecimalValueProto | undefined): Decimal | null {
+    if (!value) return null;
+    return new Decimal(value.getArbitraryPrecisionValue());
+  }
+
+  private static _toLocalDate(value: LocalDateProto | undefined): LocalDate | null {
+    if (!value) return null;
+    return new LocalDate(value);
+  }
+
+  /** Auction issue (settlement) date. Null if unset. */
+  getIssueDate(): LocalDate | null {
+    return Issuance._toLocalDate(this.proto.getAuctionIssueDate());
+  }
+
+  /** Auction announcement date. Null if unset. */
+  getAnnouncementDate(): LocalDate | null {
+    return Issuance._toLocalDate(this.proto.getAuctionAnnouncementDate());
+  }
+
+  /** Auction offering amount (original face value offered). Null if unset. */
+  getOriginalFaceValue(): Decimal | null {
+    return Issuance._toDecimal(this.proto.getAuctionOfferingAmount());
+  }
+
+  /** Total quantity accepted at auction. Null if unset. */
+  getTotalAccepted(): Decimal | null {
+    return Issuance._toDecimal(this.proto.getTotalAccepted());
+  }
+
+  /** Outstanding quantity after auction settles. Null if unset. */
+  getPostAuctionOutstandingQuantity(): Decimal | null {
+    return Issuance._toDecimal(this.proto.getPostAuctionOutstandingQuantity());
+  }
+
+  /** Quantity of the mature security used in reopenings. Null if unset. */
+  getMatureSecurityAmount(): Decimal | null {
+    return Issuance._toDecimal(this.proto.getMatureSecurityAmount());
+  }
+
+  /** Single-price auction clearing price. Null if unset (e.g., multi-price). */
+  getPriceForSinglePriceAuction(): Decimal | null {
+    return Issuance._toDecimal(this.proto.getPriceForSinglePriceAuction());
+  }
+
+  /** Auction type enum (defaults to UNKNOWN_AUCTION_TYPE if unset). */
+  getAuctionType(): AuctionTypeProto {
+    return this.proto.getAuctionType();
+  }
+}
+
+export default Issuance;

package/node/wrappers/models/security/TIPSBond.d.ts

@@ -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 { LocalDate } from '../utils/date';
+import { Decimal } from 'decimal.js';
+/**
+ * TIPS-specific accessors layered on top of BondSecurity. The inflation
+ * fields live in the parallel tips_extension sub-message; bond_details
+ * (coupon, maturity, etc.) still carries the rest.
+ */
+declare class TIPSBond extends BondSecurity {
+    constructor(proto: SecurityProto);
+    private getTipsExtension;
+    /** Base CPI value at issue, used to scale inflation-adjusted principal. */
+    getBaseCpi(): Decimal | null;
+    /** Reference date for the base CPI fixing. */
+    getIndexDate(): LocalDate | null;
+    /** Which inflation index drives accruals (CPI_U on US TIPS). */
+    getInflationIndexType(): IndexTypeProto;
+    /**
+     * Build a fresh SecurityProto for a TIPS bond. product_type is set to
+     * TIPS so Security.create routes back to this wrapper.
+     */
+    static fromPricerInputs(args: BondPricerInputs & {
+        baseCpi: Decimal;
+        indexDate: LocalDate;
+        inflationIndexType: IndexTypeProto;
+    }): SecurityProto;
+}
+export default TIPSBond;

package/node/wrappers/models/security/TIPSBond.js

@@ -0,0 +1,83 @@
+"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 date_1 = require("../utils/date");
+const decimal_js_1 = require("decimal.js");
+/**
+ * TIPS-specific accessors layered on top of BondSecurity. The inflation
+ * fields live in the parallel tips_extension sub-message; bond_details
+ * (coupon, maturity, etc.) still carries the rest.
+ */
+class TIPSBond extends BondSecurity_1.default {
+    constructor(proto) {
+        super(proto);
+    }
+    getTipsExtension() {
+        var _a;
+        return (_a = this.proto.getTipsExtension()) !== null && _a !== void 0 ? _a : undefined;
+    }
+    /** Base CPI value at issue, used to scale inflation-adjusted principal. */
+    getBaseCpi() {
+        const ext = this.getTipsExtension();
+        const v = ext ? ext.getBaseCpi() : undefined;
+        if (!v)
+            return null;
+        return new decimal_js_1.Decimal(v.getArbitraryPrecisionValue());
+    }
+    /** Reference date for the base CPI fixing. */
+    getIndexDate() {
+        const ext = this.getTipsExtension();
+        const d = ext ? ext.getIndexDate() : undefined;
+        if (!d)
+            return null;
+        return new date_1.LocalDate(d);
+    }
+    /** Which inflation index drives accruals (CPI_U on US TIPS). */
+    getInflationIndexType() {
+        const ext = this.getTipsExtension();
+        return ext ? ext.getInflationIndexType() : index_type_pb_1.IndexTypeProto.UNKNOWN_INDEX_TYPE;
+    }
+    /**
+     * Build a fresh SecurityProto for a TIPS bond. product_type is set to
+     * TIPS so Security.create routes back to this wrapper.
+     */
+    static fromPricerInputs(args) {
+        const bond = (0, BondSecurity_1.buildBondDetails)(args);
+        const tips = new security_pb_1.TipsExtensionProto()
+            .setBaseCpi((0, BondSecurity_1.decimalToProto)(args.baseCpi))
+            .setIndexDate((0, BondSecurity_1.localDateToProto)(args.indexDate))
+            .setInflationIndexType(args.inflationIndexType);
+        return new security_pb_1.SecurityProto()
+            .setProductType(product_type_pb_1.ProductTypeProto.TIPS)
+            .setBondDetails(bond)
+            .setTipsExtension(tips);
+    }
+}
+exports.default = TIPSBond;
+//# sourceMappingURL=TIPSBond.js.map

package/node/wrappers/models/security/TIPSBond.js.map

@@ -0,0 +1 @@
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package/node/wrappers/models/security/TIPSBond.ts

@@ -0,0 +1,70 @@
+import BondSecurity, {
+  BondPricerInputs,
+  buildBondDetails,
+  decimalToProto,
+  localDateToProto,
+} from './BondSecurity';
+import { SecurityProto, TipsExtensionProto } 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 { LocalDate } from '../utils/date';
+import { Decimal } from 'decimal.js';
+
+/**
+ * TIPS-specific accessors layered on top of BondSecurity. The inflation
+ * fields live in the parallel tips_extension sub-message; bond_details
+ * (coupon, maturity, etc.) still carries the rest.
+ */
+class TIPSBond extends BondSecurity {
+  constructor(proto: SecurityProto) {
+    super(proto);
+  }
+
+  private getTipsExtension(): TipsExtensionProto | undefined {
+    return this.proto.getTipsExtension() ?? undefined;
+  }
+
+  /** Base CPI value at issue, used to scale inflation-adjusted principal. */
+  getBaseCpi(): Decimal | null {
+    const ext = this.getTipsExtension();
+    const v = ext ? ext.getBaseCpi() : undefined;
+    if (!v) return null;
+    return new Decimal(v.getArbitraryPrecisionValue());
+  }
+
+  /** Reference date for the base CPI fixing. */
+  getIndexDate(): LocalDate | null {
+    const ext = this.getTipsExtension();
+    const d = ext ? ext.getIndexDate() : undefined;
+    if (!d) return null;
+    return new LocalDate(d);
+  }
+
+  /** Which inflation index drives accruals (CPI_U on US TIPS). */
+  getInflationIndexType(): IndexTypeProto {
+    const ext = this.getTipsExtension();
+    return ext ? ext.getInflationIndexType() : IndexTypeProto.UNKNOWN_INDEX_TYPE;
+  }
+
+  /**
+   * Build a fresh SecurityProto for a TIPS bond. product_type is set to
+   * TIPS so Security.create routes back to this wrapper.
+   */
+  static fromPricerInputs(args: BondPricerInputs & {
+    baseCpi: Decimal;
+    indexDate: LocalDate;
+    inflationIndexType: IndexTypeProto;
+  }): SecurityProto {
+    const bond = buildBondDetails(args);
+    const tips = new TipsExtensionProto()
+      .setBaseCpi(decimalToProto(args.baseCpi))
+      .setIndexDate(localDateToProto(args.indexDate))
+      .setInflationIndexType(args.inflationIndexType);
+    return new SecurityProto()
+      .setProductType(ProductTypeProto.TIPS)
+      .setBondDetails(bond)
+      .setTipsExtension(tips);
+  }
+}
+
+export default TIPSBond;