@fintekkers/ledger-models 0.4.0 → 0.4.2

package/hierarchy.json

@@ -20,8 +20,8 @@
     "CONVERTIBLE_BOND": { "parent": "CREDIT_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Convertible Bond",   "status": "planned" },
     "COCO":             { "parent": "CREDIT_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Contingent Convertible Bond (CoCo)", "status": "planned" },
 
-    "STRUCTURED_BOND":  { "parent": "BOND", "abstract": true, "status": "planned", "label": "Structured Bond" },
-    "MBS_PASSTHROUGH":  { "parent": "STRUCTURED_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "MBS Pass-Through",           "status": "planned" },
+    "STRUCTURED_BOND":  { "parent": "BOND", "abstract": true, "label": "Structured Bond" },
+    "MORTGAGE_BACKED":  { "parent": "STRUCTURED_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Agency MBS Pass-Through",    "status": "active" },
     "CMBS":             { "parent": "STRUCTURED_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Commercial MBS",             "status": "planned" },
     "ABS":              { "parent": "STRUCTURED_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Asset-Backed Security",      "status": "planned" },
     "CLO":              { "parent": "STRUCTURED_BOND", "asset_class": "CREDIT", "instrument_type": "CASH", "label": "Collateralized Loan Obligation", "status": "planned" },

package/node/fintekkers/models/security/bond/agency_grpc_pb.js

@@ -0,0 +1 @@
+// GENERATED CODE -- NO SERVICES IN PROTO

package/node/fintekkers/models/security/bond/agency_pb.d.ts

@@ -0,0 +1,14 @@
+// package: fintekkers.models.security.bond
+// file: fintekkers/models/security/bond/agency.proto
+
+/* tslint:disable */
+/* eslint-disable */
+
+import * as jspb from "google-protobuf";
+
+export enum AgencyProto {
+    AGENCY_UNKNOWN = 0,
+    FNMA = 1,
+    FHLMC = 2,
+    GNMA = 3,
+}

package/node/fintekkers/models/security/bond/agency_pb.js

@@ -0,0 +1,35 @@
+// source: fintekkers/models/security/bond/agency.proto
+/**
+ * @fileoverview
+ * @enhanceable
+ * @suppress {missingRequire} reports error on implicit type usages.
+ * @suppress {messageConventions} JS Compiler reports an error if a variable or
+ *     field starts with 'MSG_' and isn't a translatable message.
+ * @public
+ */
+// GENERATED CODE -- DO NOT EDIT!
+/* eslint-disable */
+// @ts-nocheck
+
+var jspb = require('google-protobuf');
+var goog = jspb;
+var global = (function() {
+  if (this) { return this; }
+  if (typeof window !== 'undefined') { return window; }
+  if (typeof global !== 'undefined') { return global; }
+  if (typeof self !== 'undefined') { return self; }
+  return Function('return this')();
+}.call(null));
+
+goog.exportSymbol('proto.fintekkers.models.security.bond.AgencyProto', null, global);
+/**
+ * @enum {number}
+ */
+proto.fintekkers.models.security.bond.AgencyProto = {
+  AGENCY_UNKNOWN: 0,
+  FNMA: 1,
+  FHLMC: 2,
+  GNMA: 3
+};
+
+goog.object.extend(exports, proto.fintekkers.models.security.bond);

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

@@ -17,6 +17,7 @@ export enum ProductTypeProto {
     SOVEREIGN_BOND = 7,
     CORP_BOND = 8,
     MUNI_BOND = 9,
+    MORTGAGE_BACKED = 10,
     COMMON_STOCK = 20,
     PREFERRED_STOCK = 21,
     ADR = 22,

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

@@ -36,6 +36,7 @@ proto.fintekkers.models.security.ProductTypeProto = {
   SOVEREIGN_BOND: 7,
   CORP_BOND: 8,
   MUNI_BOND: 9,
+  MORTGAGE_BACKED: 10,
   COMMON_STOCK: 20,
   PREFERRED_STOCK: 21,
   ADR: 22,

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

@@ -10,6 +10,7 @@ import * as fintekkers_models_util_local_date_pb from "../../../fintekkers/model
 import * as fintekkers_models_util_local_timestamp_pb from "../../../fintekkers/models/util/local_timestamp_pb";
 import * as fintekkers_models_util_uuid_pb from "../../../fintekkers/models/util/uuid_pb";
 import * as fintekkers_models_security_identifier_identifier_pb from "../../../fintekkers/models/security/identifier/identifier_pb";
+import * as fintekkers_models_security_bond_agency_pb from "../../../fintekkers/models/security/bond/agency_pb";
 import * as fintekkers_models_security_bond_issuance_pb from "../../../fintekkers/models/security/bond/issuance_pb";
 import * as fintekkers_models_security_product_type_pb from "../../../fintekkers/models/security/product_type_pb";
 import * as fintekkers_models_security_instrument_type_pb from "../../../fintekkers/models/security/instrument_type_pb";
@@ -111,6 +112,11 @@ export class SecurityProto extends jspb.Message {
     getFxSpotDetails(): FxSpotDetailsProto | undefined;
     setFxSpotDetails(value?: FxSpotDetailsProto): SecurityProto;
 
+    hasMbsExtension(): boolean;
+    clearMbsExtension(): void;
+    getMbsExtension(): MbsExtensionProto | undefined;
+    setMbsExtension(value?: MbsExtensionProto): SecurityProto;
+
     getNonBondDetailsCase(): SecurityProto.NonBondDetailsCase;
 
     serializeBinary(): Uint8Array;
@@ -149,6 +155,7 @@ export namespace SecurityProto {
         equityDetails?: EquityDetailsProto.AsObject,
         cashDetails?: CashDetailsProto.AsObject,
         fxSpotDetails?: FxSpotDetailsProto.AsObject,
+        mbsExtension?: MbsExtensionProto.AsObject,
     }
 
     export enum NonBondDetailsCase {
@@ -280,6 +287,68 @@ export namespace FrnExtensionProto {
     }
 }
 
+export class MbsExtensionProto extends jspb.Message { 
+    getPoolNumber(): string;
+    setPoolNumber(value: string): MbsExtensionProto;
+    getAgency(): fintekkers_models_security_bond_agency_pb.AgencyProto;
+    setAgency(value: fintekkers_models_security_bond_agency_pb.AgencyProto): MbsExtensionProto;
+
+    hasWac(): boolean;
+    clearWac(): void;
+    getWac(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setWac(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+    getWam(): number;
+    setWam(value: number): MbsExtensionProto;
+
+    hasPassThroughRate(): boolean;
+    clearPassThroughRate(): void;
+    getPassThroughRate(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setPassThroughRate(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+
+    hasCurrentFactor(): boolean;
+    clearCurrentFactor(): void;
+    getCurrentFactor(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setCurrentFactor(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+
+    hasOriginalFaceValue(): boolean;
+    clearOriginalFaceValue(): void;
+    getOriginalFaceValue(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setOriginalFaceValue(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+
+    hasCurrentUpb(): boolean;
+    clearCurrentUpb(): void;
+    getCurrentUpb(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setCurrentUpb(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+
+    hasPsaSpeed(): boolean;
+    clearPsaSpeed(): void;
+    getPsaSpeed(): fintekkers_models_util_decimal_value_pb.DecimalValueProto | undefined;
+    setPsaSpeed(value?: fintekkers_models_util_decimal_value_pb.DecimalValueProto): MbsExtensionProto;
+
+    serializeBinary(): Uint8Array;
+    toObject(includeInstance?: boolean): MbsExtensionProto.AsObject;
+    static toObject(includeInstance: boolean, msg: MbsExtensionProto): MbsExtensionProto.AsObject;
+    static extensions: {[key: number]: jspb.ExtensionFieldInfo<jspb.Message>};
+    static extensionsBinary: {[key: number]: jspb.ExtensionFieldBinaryInfo<jspb.Message>};
+    static serializeBinaryToWriter(message: MbsExtensionProto, writer: jspb.BinaryWriter): void;
+    static deserializeBinary(bytes: Uint8Array): MbsExtensionProto;
+    static deserializeBinaryFromReader(message: MbsExtensionProto, reader: jspb.BinaryReader): MbsExtensionProto;
+}
+
+export namespace MbsExtensionProto {
+    export type AsObject = {
+        poolNumber: string,
+        agency: fintekkers_models_security_bond_agency_pb.AgencyProto,
+        wac?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+        wam: number,
+        passThroughRate?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+        currentFactor?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+        originalFaceValue?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+        currentUpb?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+        psaSpeed?: fintekkers_models_util_decimal_value_pb.DecimalValueProto.AsObject,
+    }
+}
+
 export class IndexDetailsProto extends jspb.Message { 
     getIndexType(): fintekkers_models_security_index_index_type_pb.IndexTypeProto;
     setIndexType(value: fintekkers_models_security_index_index_type_pb.IndexTypeProto): IndexDetailsProto;