@fintekkers/ledger-models 0.4.0 → 0.4.2
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/hierarchy.json +2 -2
- package/node/fintekkers/models/security/bond/agency_grpc_pb.js +1 -0
- package/node/fintekkers/models/security/bond/agency_pb.d.ts +14 -0
- package/node/fintekkers/models/security/bond/agency_pb.js +35 -0
- package/node/fintekkers/models/security/product_type_pb.d.ts +1 -0
- package/node/fintekkers/models/security/product_type_pb.js +1 -0
- package/node/fintekkers/models/security/security_pb.d.ts +69 -0
- package/node/fintekkers/models/security/security_pb.js +572 -1
- package/node/wrappers/models/security/BondSecurity.d.ts +41 -3
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.d.ts +1 -0
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js +75 -0
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js.map +1 -0
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.ts +95 -0
- package/node/wrappers/models/security/BondSecurity.js +50 -2
- package/node/wrappers/models/security/BondSecurity.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.ts +65 -3
- package/node/wrappers/models/security/FloatingRateNote.d.ts +30 -0
- package/node/wrappers/models/security/FloatingRateNote.js +80 -0
- package/node/wrappers/models/security/FloatingRateNote.js.map +1 -0
- package/node/wrappers/models/security/FloatingRateNote.ts +67 -0
- package/node/wrappers/models/security/IndexSecurity.d.ts +16 -0
- package/node/wrappers/models/security/IndexSecurity.js +26 -0
- package/node/wrappers/models/security/IndexSecurity.js.map +1 -0
- package/node/wrappers/models/security/IndexSecurity.test.d.ts +1 -0
- package/node/wrappers/models/security/IndexSecurity.test.js +60 -0
- package/node/wrappers/models/security/IndexSecurity.test.js.map +1 -0
- package/node/wrappers/models/security/IndexSecurity.test.ts +60 -0
- package/node/wrappers/models/security/IndexSecurity.ts +24 -0
- package/node/wrappers/models/security/Issuance.d.ts +35 -0
- package/node/wrappers/models/security/Issuance.js +64 -0
- package/node/wrappers/models/security/Issuance.js.map +1 -0
- package/node/wrappers/models/security/Issuance.test.d.ts +1 -0
- package/node/wrappers/models/security/Issuance.test.js +55 -0
- package/node/wrappers/models/security/Issuance.test.js.map +1 -0
- package/node/wrappers/models/security/Issuance.test.ts +52 -0
- package/node/wrappers/models/security/Issuance.ts +74 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.d.ts +48 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.d.ts +1 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.js +93 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.js.map +1 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.ts +107 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.js +131 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.js.map +1 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.ts +125 -0
- package/node/wrappers/models/security/TIPSBond.d.ts +30 -0
- package/node/wrappers/models/security/TIPSBond.js +83 -0
- package/node/wrappers/models/security/TIPSBond.js.map +1 -0
- package/node/wrappers/models/security/TIPSBond.ts +70 -0
- package/node/wrappers/models/security/security.d.ts +20 -3
- package/node/wrappers/models/security/security.identifiers.test.d.ts +1 -0
- package/node/wrappers/models/security/security.identifiers.test.js +67 -0
- package/node/wrappers/models/security/security.identifiers.test.js.map +1 -0
- package/node/wrappers/models/security/security.identifiers.test.ts +67 -0
- package/node/wrappers/models/security/security.js +72 -22
- package/node/wrappers/models/security/security.js.map +1 -1
- package/node/wrappers/models/security/security.ts +75 -22
- package/node/wrappers/models/transaction/transaction.js +4 -2
- package/node/wrappers/models/transaction/transaction.js.map +1 -1
- package/node/wrappers/models/transaction/transaction.ts +4 -2
- package/node/wrappers/services/security-service/security.maturityLadder.test.js +3 -2
- package/node/wrappers/services/security-service/security.maturityLadder.test.js.map +1 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.ts +3 -2
- package/package.json +1 -1
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@@ -31,6 +31,8 @@ var fintekkers_models_util_uuid_pb = require('../../../fintekkers/models/util/uu
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goog.object.extend(proto, fintekkers_models_util_uuid_pb);
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var fintekkers_models_security_identifier_identifier_pb = require('../../../fintekkers/models/security/identifier/identifier_pb.js');
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goog.object.extend(proto, fintekkers_models_security_identifier_identifier_pb);
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var fintekkers_models_security_bond_agency_pb = require('../../../fintekkers/models/security/bond/agency_pb.js');
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goog.object.extend(proto, fintekkers_models_security_bond_agency_pb);
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var fintekkers_models_security_bond_issuance_pb = require('../../../fintekkers/models/security/bond/issuance_pb.js');
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goog.object.extend(proto, fintekkers_models_security_bond_issuance_pb);
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var fintekkers_models_security_product_type_pb = require('../../../fintekkers/models/security/product_type_pb.js');
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@@ -51,6 +53,7 @@ goog.exportSymbol('proto.fintekkers.models.security.EquityDetailsProto', null, g
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goog.exportSymbol('proto.fintekkers.models.security.FrnExtensionProto', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.FxSpotDetailsProto', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.IndexDetailsProto', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.MbsExtensionProto', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.SecurityProto', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.SecurityProto.NonBondDetailsCase', null, global);
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goog.exportSymbol('proto.fintekkers.models.security.TipsExtensionProto', null, global);
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@@ -138,6 +141,27 @@ if (goog.DEBUG && !COMPILED) {
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*/
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proto.fintekkers.models.security.FrnExtensionProto.displayName = 'proto.fintekkers.models.security.FrnExtensionProto';
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}
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/**
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* Generated by JsPbCodeGenerator.
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* @param {Array=} opt_data Optional initial data array, typically from a
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* server response, or constructed directly in Javascript. The array is used
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* in place and becomes part of the constructed object. It is not cloned.
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* If no data is provided, the constructed object will be empty, but still
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* valid.
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* @extends {jspb.Message}
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* @constructor
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*/
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proto.fintekkers.models.security.MbsExtensionProto = function(opt_data) {
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jspb.Message.initialize(this, opt_data, 0, -1, null, null);
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};
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goog.inherits(proto.fintekkers.models.security.MbsExtensionProto, jspb.Message);
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if (goog.DEBUG && !COMPILED) {
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/**
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* @public
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* @override
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*/
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proto.fintekkers.models.security.MbsExtensionProto.displayName = 'proto.fintekkers.models.security.MbsExtensionProto';
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}
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/**
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* @param {Array=} opt_data Optional initial data array, typically from a
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@@ -314,7 +338,8 @@ proto.fintekkers.models.security.SecurityProto.toObject = function(includeInstan
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indexDetails: (f = msg.getIndexDetails()) && proto.fintekkers.models.security.IndexDetailsProto.toObject(includeInstance, f),
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equityDetails: (f = msg.getEquityDetails()) && proto.fintekkers.models.security.EquityDetailsProto.toObject(includeInstance, f),
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cashDetails: (f = msg.getCashDetails()) && proto.fintekkers.models.security.CashDetailsProto.toObject(includeInstance, f),
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fxSpotDetails: (f = msg.getFxSpotDetails()) && proto.fintekkers.models.security.FxSpotDetailsProto.toObject(includeInstance, f)
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fxSpotDetails: (f = msg.getFxSpotDetails()) && proto.fintekkers.models.security.FxSpotDetailsProto.toObject(includeInstance, f),
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mbsExtension: (f = msg.getMbsExtension()) && proto.fintekkers.models.security.MbsExtensionProto.toObject(includeInstance, f)
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};
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if (includeInstance) {
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@@ -462,6 +487,11 @@ proto.fintekkers.models.security.SecurityProto.deserializeBinaryFromReader = fun
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reader.readMessage(value,proto.fintekkers.models.security.FxSpotDetailsProto.deserializeBinaryFromReader);
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msg.setFxSpotDetails(value);
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break;
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case 207:
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var value = new proto.fintekkers.models.security.MbsExtensionProto;
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reader.readMessage(value,proto.fintekkers.models.security.MbsExtensionProto.deserializeBinaryFromReader);
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msg.setMbsExtension(value);
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break;
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default:
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reader.skipField();
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break;
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proto.fintekkers.models.security.FxSpotDetailsProto.serializeBinaryToWriter
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);
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}
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f = message.getMbsExtension();
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if (f != null) {
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writer.writeMessage(
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207,
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f,
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proto.fintekkers.models.security.MbsExtensionProto.serializeBinaryToWriter
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);
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}
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};
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};
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/**
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* optional MbsExtensionProto mbs_extension = 207;
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* @return {?proto.fintekkers.models.security.MbsExtensionProto}
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.getMbsExtension = function() {
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return /** @type{?proto.fintekkers.models.security.MbsExtensionProto} */ (
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jspb.Message.getWrapperField(this, proto.fintekkers.models.security.MbsExtensionProto, 207));
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};
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/**
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* @param {?proto.fintekkers.models.security.MbsExtensionProto|undefined} value
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* @return {!proto.fintekkers.models.security.SecurityProto} returns this
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.setMbsExtension = function(value) {
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};
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.clearMbsExtension = function() {
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};
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.hasMbsExtension = function() {
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};
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*/
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proto.fintekkers.models.security.MbsExtensionProto.prototype.toObject = function(opt_includeInstance) {
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proto.fintekkers.models.security.MbsExtensionProto.toObject = function(includeInstance, msg) {
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var f, obj = {
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poolNumber: jspb.Message.getFieldWithDefault(msg, 1, ""),
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agency: jspb.Message.getFieldWithDefault(msg, 2, 0),
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wac: (f = msg.getWac()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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wam: jspb.Message.getFieldWithDefault(msg, 4, 0),
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passThroughRate: (f = msg.getPassThroughRate()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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currentFactor: (f = msg.getCurrentFactor()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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originalFaceValue: (f = msg.getOriginalFaceValue()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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currentUpb: (f = msg.getCurrentUpb()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f),
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};
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};
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}
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* @param {jspb.ByteSource} bytes The bytes to deserialize.
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*/
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proto.fintekkers.models.security.MbsExtensionProto.deserializeBinary = function(bytes) {
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};
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/**
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* given reader into the given message object.
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* @param {!proto.fintekkers.models.security.MbsExtensionProto} msg The message object to deserialize into.
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* @param {!jspb.BinaryReader} reader The BinaryReader to use.
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*/
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proto.fintekkers.models.security.MbsExtensionProto.deserializeBinaryFromReader = function(msg, reader) {
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break;
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}
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var field = reader.getFieldNumber();
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switch (field) {
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case 1:
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case 2:
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+
var value = /** @type {!proto.fintekkers.models.security.bond.AgencyProto} */ (reader.readEnum());
|
|
2475
|
+
msg.setAgency(value);
|
|
2476
|
+
break;
|
|
2477
|
+
case 3:
|
|
2478
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2479
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2480
|
+
msg.setWac(value);
|
|
2481
|
+
break;
|
|
2482
|
+
case 4:
|
|
2483
|
+
var value = /** @type {number} */ (reader.readInt32());
|
|
2484
|
+
msg.setWam(value);
|
|
2485
|
+
break;
|
|
2486
|
+
case 5:
|
|
2487
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2488
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2489
|
+
msg.setPassThroughRate(value);
|
|
2490
|
+
break;
|
|
2491
|
+
case 6:
|
|
2492
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2493
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2494
|
+
msg.setCurrentFactor(value);
|
|
2495
|
+
break;
|
|
2496
|
+
case 7:
|
|
2497
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2498
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2499
|
+
msg.setOriginalFaceValue(value);
|
|
2500
|
+
break;
|
|
2501
|
+
case 8:
|
|
2502
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2503
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2504
|
+
msg.setCurrentUpb(value);
|
|
2505
|
+
break;
|
|
2506
|
+
case 9:
|
|
2507
|
+
var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
|
|
2508
|
+
reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
|
|
2509
|
+
msg.setPsaSpeed(value);
|
|
2510
|
+
break;
|
|
2511
|
+
default:
|
|
2512
|
+
reader.skipField();
|
|
2513
|
+
break;
|
|
2514
|
+
}
|
|
2515
|
+
}
|
|
2516
|
+
return msg;
|
|
2517
|
+
};
|
|
2518
|
+
|
|
2519
|
+
|
|
2520
|
+
/**
|
|
2521
|
+
* Serializes the message to binary data (in protobuf wire format).
|
|
2522
|
+
* @return {!Uint8Array}
|
|
2523
|
+
*/
|
|
2524
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.serializeBinary = function() {
|
|
2525
|
+
var writer = new jspb.BinaryWriter();
|
|
2526
|
+
proto.fintekkers.models.security.MbsExtensionProto.serializeBinaryToWriter(this, writer);
|
|
2527
|
+
return writer.getResultBuffer();
|
|
2528
|
+
};
|
|
2529
|
+
|
|
2530
|
+
|
|
2531
|
+
/**
|
|
2532
|
+
* Serializes the given message to binary data (in protobuf wire
|
|
2533
|
+
* format), writing to the given BinaryWriter.
|
|
2534
|
+
* @param {!proto.fintekkers.models.security.MbsExtensionProto} message
|
|
2535
|
+
* @param {!jspb.BinaryWriter} writer
|
|
2536
|
+
* @suppress {unusedLocalVariables} f is only used for nested messages
|
|
2537
|
+
*/
|
|
2538
|
+
proto.fintekkers.models.security.MbsExtensionProto.serializeBinaryToWriter = function(message, writer) {
|
|
2539
|
+
var f = undefined;
|
|
2540
|
+
f = message.getPoolNumber();
|
|
2541
|
+
if (f.length > 0) {
|
|
2542
|
+
writer.writeString(
|
|
2543
|
+
1,
|
|
2544
|
+
f
|
|
2545
|
+
);
|
|
2546
|
+
}
|
|
2547
|
+
f = message.getAgency();
|
|
2548
|
+
if (f !== 0.0) {
|
|
2549
|
+
writer.writeEnum(
|
|
2550
|
+
2,
|
|
2551
|
+
f
|
|
2552
|
+
);
|
|
2553
|
+
}
|
|
2554
|
+
f = message.getWac();
|
|
2555
|
+
if (f != null) {
|
|
2556
|
+
writer.writeMessage(
|
|
2557
|
+
3,
|
|
2558
|
+
f,
|
|
2559
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2560
|
+
);
|
|
2561
|
+
}
|
|
2562
|
+
f = message.getWam();
|
|
2563
|
+
if (f !== 0) {
|
|
2564
|
+
writer.writeInt32(
|
|
2565
|
+
4,
|
|
2566
|
+
f
|
|
2567
|
+
);
|
|
2568
|
+
}
|
|
2569
|
+
f = message.getPassThroughRate();
|
|
2570
|
+
if (f != null) {
|
|
2571
|
+
writer.writeMessage(
|
|
2572
|
+
5,
|
|
2573
|
+
f,
|
|
2574
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2575
|
+
);
|
|
2576
|
+
}
|
|
2577
|
+
f = message.getCurrentFactor();
|
|
2578
|
+
if (f != null) {
|
|
2579
|
+
writer.writeMessage(
|
|
2580
|
+
6,
|
|
2581
|
+
f,
|
|
2582
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2583
|
+
);
|
|
2584
|
+
}
|
|
2585
|
+
f = message.getOriginalFaceValue();
|
|
2586
|
+
if (f != null) {
|
|
2587
|
+
writer.writeMessage(
|
|
2588
|
+
7,
|
|
2589
|
+
f,
|
|
2590
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2591
|
+
);
|
|
2592
|
+
}
|
|
2593
|
+
f = message.getCurrentUpb();
|
|
2594
|
+
if (f != null) {
|
|
2595
|
+
writer.writeMessage(
|
|
2596
|
+
8,
|
|
2597
|
+
f,
|
|
2598
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2599
|
+
);
|
|
2600
|
+
}
|
|
2601
|
+
f = message.getPsaSpeed();
|
|
2602
|
+
if (f != null) {
|
|
2603
|
+
writer.writeMessage(
|
|
2604
|
+
9,
|
|
2605
|
+
f,
|
|
2606
|
+
fintekkers_models_util_decimal_value_pb.DecimalValueProto.serializeBinaryToWriter
|
|
2607
|
+
);
|
|
2608
|
+
}
|
|
2609
|
+
};
|
|
2610
|
+
|
|
2611
|
+
|
|
2612
|
+
/**
|
|
2613
|
+
* optional string pool_number = 1;
|
|
2614
|
+
* @return {string}
|
|
2615
|
+
*/
|
|
2616
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getPoolNumber = function() {
|
|
2617
|
+
return /** @type {string} */ (jspb.Message.getFieldWithDefault(this, 1, ""));
|
|
2618
|
+
};
|
|
2619
|
+
|
|
2620
|
+
|
|
2621
|
+
/**
|
|
2622
|
+
* @param {string} value
|
|
2623
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2624
|
+
*/
|
|
2625
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setPoolNumber = function(value) {
|
|
2626
|
+
return jspb.Message.setProto3StringField(this, 1, value);
|
|
2627
|
+
};
|
|
2628
|
+
|
|
2629
|
+
|
|
2630
|
+
/**
|
|
2631
|
+
* optional bond.AgencyProto agency = 2;
|
|
2632
|
+
* @return {!proto.fintekkers.models.security.bond.AgencyProto}
|
|
2633
|
+
*/
|
|
2634
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getAgency = function() {
|
|
2635
|
+
return /** @type {!proto.fintekkers.models.security.bond.AgencyProto} */ (jspb.Message.getFieldWithDefault(this, 2, 0));
|
|
2636
|
+
};
|
|
2637
|
+
|
|
2638
|
+
|
|
2639
|
+
/**
|
|
2640
|
+
* @param {!proto.fintekkers.models.security.bond.AgencyProto} value
|
|
2641
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2642
|
+
*/
|
|
2643
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setAgency = function(value) {
|
|
2644
|
+
return jspb.Message.setProto3EnumField(this, 2, value);
|
|
2645
|
+
};
|
|
2646
|
+
|
|
2647
|
+
|
|
2648
|
+
/**
|
|
2649
|
+
* optional fintekkers.models.util.DecimalValueProto wac = 3;
|
|
2650
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2651
|
+
*/
|
|
2652
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getWac = function() {
|
|
2653
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2654
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 3));
|
|
2655
|
+
};
|
|
2656
|
+
|
|
2657
|
+
|
|
2658
|
+
/**
|
|
2659
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2660
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2661
|
+
*/
|
|
2662
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setWac = function(value) {
|
|
2663
|
+
return jspb.Message.setWrapperField(this, 3, value);
|
|
2664
|
+
};
|
|
2665
|
+
|
|
2666
|
+
|
|
2667
|
+
/**
|
|
2668
|
+
* Clears the message field making it undefined.
|
|
2669
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2670
|
+
*/
|
|
2671
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearWac = function() {
|
|
2672
|
+
return this.setWac(undefined);
|
|
2673
|
+
};
|
|
2674
|
+
|
|
2675
|
+
|
|
2676
|
+
/**
|
|
2677
|
+
* Returns whether this field is set.
|
|
2678
|
+
* @return {boolean}
|
|
2679
|
+
*/
|
|
2680
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasWac = function() {
|
|
2681
|
+
return jspb.Message.getField(this, 3) != null;
|
|
2682
|
+
};
|
|
2683
|
+
|
|
2684
|
+
|
|
2685
|
+
/**
|
|
2686
|
+
* optional int32 wam = 4;
|
|
2687
|
+
* @return {number}
|
|
2688
|
+
*/
|
|
2689
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getWam = function() {
|
|
2690
|
+
return /** @type {number} */ (jspb.Message.getFieldWithDefault(this, 4, 0));
|
|
2691
|
+
};
|
|
2692
|
+
|
|
2693
|
+
|
|
2694
|
+
/**
|
|
2695
|
+
* @param {number} value
|
|
2696
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2697
|
+
*/
|
|
2698
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setWam = function(value) {
|
|
2699
|
+
return jspb.Message.setProto3IntField(this, 4, value);
|
|
2700
|
+
};
|
|
2701
|
+
|
|
2702
|
+
|
|
2703
|
+
/**
|
|
2704
|
+
* optional fintekkers.models.util.DecimalValueProto pass_through_rate = 5;
|
|
2705
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2706
|
+
*/
|
|
2707
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getPassThroughRate = function() {
|
|
2708
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2709
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 5));
|
|
2710
|
+
};
|
|
2711
|
+
|
|
2712
|
+
|
|
2713
|
+
/**
|
|
2714
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2715
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2716
|
+
*/
|
|
2717
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setPassThroughRate = function(value) {
|
|
2718
|
+
return jspb.Message.setWrapperField(this, 5, value);
|
|
2719
|
+
};
|
|
2720
|
+
|
|
2721
|
+
|
|
2722
|
+
/**
|
|
2723
|
+
* Clears the message field making it undefined.
|
|
2724
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2725
|
+
*/
|
|
2726
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearPassThroughRate = function() {
|
|
2727
|
+
return this.setPassThroughRate(undefined);
|
|
2728
|
+
};
|
|
2729
|
+
|
|
2730
|
+
|
|
2731
|
+
/**
|
|
2732
|
+
* Returns whether this field is set.
|
|
2733
|
+
* @return {boolean}
|
|
2734
|
+
*/
|
|
2735
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasPassThroughRate = function() {
|
|
2736
|
+
return jspb.Message.getField(this, 5) != null;
|
|
2737
|
+
};
|
|
2738
|
+
|
|
2739
|
+
|
|
2740
|
+
/**
|
|
2741
|
+
* optional fintekkers.models.util.DecimalValueProto current_factor = 6;
|
|
2742
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2743
|
+
*/
|
|
2744
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getCurrentFactor = function() {
|
|
2745
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2746
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 6));
|
|
2747
|
+
};
|
|
2748
|
+
|
|
2749
|
+
|
|
2750
|
+
/**
|
|
2751
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2752
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2753
|
+
*/
|
|
2754
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setCurrentFactor = function(value) {
|
|
2755
|
+
return jspb.Message.setWrapperField(this, 6, value);
|
|
2756
|
+
};
|
|
2757
|
+
|
|
2758
|
+
|
|
2759
|
+
/**
|
|
2760
|
+
* Clears the message field making it undefined.
|
|
2761
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2762
|
+
*/
|
|
2763
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearCurrentFactor = function() {
|
|
2764
|
+
return this.setCurrentFactor(undefined);
|
|
2765
|
+
};
|
|
2766
|
+
|
|
2767
|
+
|
|
2768
|
+
/**
|
|
2769
|
+
* Returns whether this field is set.
|
|
2770
|
+
* @return {boolean}
|
|
2771
|
+
*/
|
|
2772
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasCurrentFactor = function() {
|
|
2773
|
+
return jspb.Message.getField(this, 6) != null;
|
|
2774
|
+
};
|
|
2775
|
+
|
|
2776
|
+
|
|
2777
|
+
/**
|
|
2778
|
+
* optional fintekkers.models.util.DecimalValueProto original_face_value = 7;
|
|
2779
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2780
|
+
*/
|
|
2781
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getOriginalFaceValue = function() {
|
|
2782
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2783
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 7));
|
|
2784
|
+
};
|
|
2785
|
+
|
|
2786
|
+
|
|
2787
|
+
/**
|
|
2788
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2789
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2790
|
+
*/
|
|
2791
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setOriginalFaceValue = function(value) {
|
|
2792
|
+
return jspb.Message.setWrapperField(this, 7, value);
|
|
2793
|
+
};
|
|
2794
|
+
|
|
2795
|
+
|
|
2796
|
+
/**
|
|
2797
|
+
* Clears the message field making it undefined.
|
|
2798
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2799
|
+
*/
|
|
2800
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearOriginalFaceValue = function() {
|
|
2801
|
+
return this.setOriginalFaceValue(undefined);
|
|
2802
|
+
};
|
|
2803
|
+
|
|
2804
|
+
|
|
2805
|
+
/**
|
|
2806
|
+
* Returns whether this field is set.
|
|
2807
|
+
* @return {boolean}
|
|
2808
|
+
*/
|
|
2809
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasOriginalFaceValue = function() {
|
|
2810
|
+
return jspb.Message.getField(this, 7) != null;
|
|
2811
|
+
};
|
|
2812
|
+
|
|
2813
|
+
|
|
2814
|
+
/**
|
|
2815
|
+
* optional fintekkers.models.util.DecimalValueProto current_upb = 8;
|
|
2816
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2817
|
+
*/
|
|
2818
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getCurrentUpb = function() {
|
|
2819
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2820
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 8));
|
|
2821
|
+
};
|
|
2822
|
+
|
|
2823
|
+
|
|
2824
|
+
/**
|
|
2825
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2826
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2827
|
+
*/
|
|
2828
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setCurrentUpb = function(value) {
|
|
2829
|
+
return jspb.Message.setWrapperField(this, 8, value);
|
|
2830
|
+
};
|
|
2831
|
+
|
|
2832
|
+
|
|
2833
|
+
/**
|
|
2834
|
+
* Clears the message field making it undefined.
|
|
2835
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2836
|
+
*/
|
|
2837
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearCurrentUpb = function() {
|
|
2838
|
+
return this.setCurrentUpb(undefined);
|
|
2839
|
+
};
|
|
2840
|
+
|
|
2841
|
+
|
|
2842
|
+
/**
|
|
2843
|
+
* Returns whether this field is set.
|
|
2844
|
+
* @return {boolean}
|
|
2845
|
+
*/
|
|
2846
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasCurrentUpb = function() {
|
|
2847
|
+
return jspb.Message.getField(this, 8) != null;
|
|
2848
|
+
};
|
|
2849
|
+
|
|
2850
|
+
|
|
2851
|
+
/**
|
|
2852
|
+
* optional fintekkers.models.util.DecimalValueProto psa_speed = 9;
|
|
2853
|
+
* @return {?proto.fintekkers.models.util.DecimalValueProto}
|
|
2854
|
+
*/
|
|
2855
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.getPsaSpeed = function() {
|
|
2856
|
+
return /** @type{?proto.fintekkers.models.util.DecimalValueProto} */ (
|
|
2857
|
+
jspb.Message.getWrapperField(this, fintekkers_models_util_decimal_value_pb.DecimalValueProto, 9));
|
|
2858
|
+
};
|
|
2859
|
+
|
|
2860
|
+
|
|
2861
|
+
/**
|
|
2862
|
+
* @param {?proto.fintekkers.models.util.DecimalValueProto|undefined} value
|
|
2863
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2864
|
+
*/
|
|
2865
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.setPsaSpeed = function(value) {
|
|
2866
|
+
return jspb.Message.setWrapperField(this, 9, value);
|
|
2867
|
+
};
|
|
2868
|
+
|
|
2869
|
+
|
|
2870
|
+
/**
|
|
2871
|
+
* Clears the message field making it undefined.
|
|
2872
|
+
* @return {!proto.fintekkers.models.security.MbsExtensionProto} returns this
|
|
2873
|
+
*/
|
|
2874
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.clearPsaSpeed = function() {
|
|
2875
|
+
return this.setPsaSpeed(undefined);
|
|
2876
|
+
};
|
|
2877
|
+
|
|
2878
|
+
|
|
2879
|
+
/**
|
|
2880
|
+
* Returns whether this field is set.
|
|
2881
|
+
* @return {boolean}
|
|
2882
|
+
*/
|
|
2883
|
+
proto.fintekkers.models.security.MbsExtensionProto.prototype.hasPsaSpeed = function() {
|
|
2884
|
+
return jspb.Message.getField(this, 9) != null;
|
|
2885
|
+
};
|
|
2886
|
+
|
|
2887
|
+
|
|
2888
|
+
|
|
2318
2889
|
/**
|
|
2319
2890
|
* List of repeated fields within this message type.
|
|
2320
2891
|
* @private {!Array<number>}
|
|
@@ -1,12 +1,40 @@
|
|
|
1
1
|
import Security from './security';
|
|
2
|
-
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
2
|
+
import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
|
|
3
3
|
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
4
|
+
import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
|
|
4
5
|
import { LocalDate } from '../utils/date';
|
|
5
|
-
import { IssuanceProto } from '../../../fintekkers/models/security/bond/issuance_pb';
|
|
6
6
|
import { CouponFrequency } from './coupon_frequency';
|
|
7
7
|
import { CouponType } from './coupon_type';
|
|
8
8
|
import { Tenor } from './term';
|
|
9
|
+
import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
|
|
10
|
+
import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
|
|
9
11
|
import { Decimal } from 'decimal.js';
|
|
12
|
+
import Issuance from './Issuance';
|
|
13
|
+
/**
|
|
14
|
+
* Inputs required to mint a SecurityProto for the bond pricer. Shared by
|
|
15
|
+
* BondSecurity / TIPSBond / FloatingRateNote builders.
|
|
16
|
+
*/
|
|
17
|
+
export interface BondPricerInputs {
|
|
18
|
+
faceValue: Decimal;
|
|
19
|
+
couponRate: Decimal;
|
|
20
|
+
couponType: CouponTypeProto;
|
|
21
|
+
couponFrequency: CouponFrequencyProto;
|
|
22
|
+
issueDate: LocalDate;
|
|
23
|
+
maturityDate: LocalDate;
|
|
24
|
+
}
|
|
25
|
+
/**
|
|
26
|
+
* Build a LocalDateProto from a LocalDate wrapper. Exported so subclass
|
|
27
|
+
* builders (TIPSBond, FloatingRateNote) can re-use it without poking at
|
|
28
|
+
* LocalDate's proto privately.
|
|
29
|
+
*/
|
|
30
|
+
export declare function localDateToProto(d: LocalDate): LocalDateProto;
|
|
31
|
+
/** Build a DecimalValueProto from a Decimal. */
|
|
32
|
+
export declare function decimalToProto(v: Decimal): DecimalValueProto;
|
|
33
|
+
/**
|
|
34
|
+
* Build a populated BondDetailsProto from BondPricerInputs. Shared helper
|
|
35
|
+
* so the three pricer-input builders stay in sync.
|
|
36
|
+
*/
|
|
37
|
+
export declare function buildBondDetails(args: BondPricerInputs): BondDetailsProto;
|
|
10
38
|
declare class BondSecurity extends Security {
|
|
11
39
|
constructor(proto: SecurityProto);
|
|
12
40
|
/** Returns the tenor (term) of the bond as a Tenor object.
|
|
@@ -27,7 +55,17 @@ declare class BondSecurity extends Security {
|
|
|
27
55
|
getCouponType(): CouponType;
|
|
28
56
|
getCouponFrequency(): CouponFrequency;
|
|
29
57
|
getDatedDate(): LocalDate | undefined;
|
|
30
|
-
|
|
58
|
+
/**
|
|
59
|
+
* Returns every auction/reopening record on this bond as typed Issuance
|
|
60
|
+
* wrappers. Empty list if bond_details is unset or has no issuances.
|
|
61
|
+
*/
|
|
62
|
+
getIssuances(): Issuance[];
|
|
63
|
+
/**
|
|
64
|
+
* Build a fresh SecurityProto for a vanilla treasury note from pricer
|
|
65
|
+
* inputs. Use TIPSBond.fromPricerInputs / FloatingRateNote.fromPricerInputs
|
|
66
|
+
* for the inflation-linked / floating variants.
|
|
67
|
+
*/
|
|
68
|
+
static fromPricerInputs(args: BondPricerInputs): SecurityProto;
|
|
31
69
|
/**
|
|
32
70
|
* Returns the price scale factor for bonds.
|
|
33
71
|
* Bonds are typically priced as percentages (e.g., 99.5 means 99.5%),
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|