@fintekkers/ledger-models 0.4.0 → 0.4.2

package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js

@@ -0,0 +1,75 @@
+"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 BondSecurity_1 = __importDefault(require("./BondSecurity"));
+const TIPSBond_1 = __importDefault(require("./TIPSBond"));
+const FloatingRateNote_1 = __importDefault(require("./FloatingRateNote"));
+const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
+const coupon_type_pb_1 = require("../../../fintekkers/models/security/coupon_type_pb");
+const coupon_frequency_pb_1 = require("../../../fintekkers/models/security/coupon_frequency_pb");
+const index_type_pb_1 = require("../../../fintekkers/models/security/index/index_type_pb");
+const date_1 = require("../utils/date");
+const local_date_pb_1 = require("../../../fintekkers/models/util/local_date_pb");
+const decimal_js_1 = require("decimal.js");
+function makeDate(y, m, d) {
+    return new date_1.LocalDate(new local_date_pb_1.LocalDateProto().setYear(y).setMonth(m).setDay(d));
+}
+const baseInputs = {
+    faceValue: new decimal_js_1.Decimal('1000'),
+    couponRate: new decimal_js_1.Decimal('0.045'),
+    couponType: coupon_type_pb_1.CouponTypeProto.FIXED,
+    couponFrequency: coupon_frequency_pb_1.CouponFrequencyProto.SEMIANNUALLY,
+    issueDate: makeDate(2024, 1, 15),
+    maturityDate: makeDate(2034, 1, 15),
+};
+test('BondSecurity.fromPricerInputs round-trips through Security.create as a BondSecurity', () => {
+    const proto = BondSecurity_1.default.fromPricerInputs(baseInputs);
+    expect(proto.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TREASURY_NOTE);
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(BondSecurity_1.default);
+    const bond = sec;
+    expect(bond.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+    expect(bond.getFaceValue().getArbitraryPrecisionValue()).toBe('1000');
+    expect(bond.getCouponType().name()).toBe('FIXED');
+    expect(bond.getCouponFrequency().toString()).toBe('SEMIANNUALLY');
+    expect(bond.getIssueDate().toDate().getFullYear()).toBe(2024);
+    expect(bond.getMaturityDate().toDate().getFullYear()).toBe(2034);
+});
+test('TIPSBond.fromPricerInputs round-trips with tips_extension populated', () => {
+    var _a, _b;
+    const proto = TIPSBond_1.default.fromPricerInputs(Object.assign(Object.assign({}, baseInputs), { baseCpi: new decimal_js_1.Decimal('301.5'), indexDate: makeDate(2024, 1, 15), inflationIndexType: index_type_pb_1.IndexTypeProto.CPI_U }));
+    expect(proto.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TIPS);
+    expect(proto.hasTipsExtension()).toBe(true);
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(TIPSBond_1.default);
+    const tips = sec;
+    // Bond-side checks (inherited from BondSecurity)
+    expect(tips.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+    // TIPS-specific checks
+    expect((_a = tips.getBaseCpi()) === null || _a === void 0 ? void 0 : _a.toString()).toBe('301.5');
+    expect((_b = tips.getIndexDate()) === null || _b === void 0 ? void 0 : _b.toDate().getFullYear()).toBe(2024);
+    expect(tips.getInflationIndexType()).toBe(index_type_pb_1.IndexTypeProto.CPI_U);
+});
+test('FloatingRateNote.fromPricerInputs round-trips with frn_extension populated', () => {
+    var _a;
+    const proto = FloatingRateNote_1.default.fromPricerInputs(Object.assign(Object.assign({}, baseInputs), { spread: new decimal_js_1.Decimal('0.0015'), referenceRateIndex: index_type_pb_1.IndexTypeProto.SOFR, resetFrequency: coupon_frequency_pb_1.CouponFrequencyProto.QUARTERLY }));
+    expect(proto.getProductType()).toBe(product_type_pb_1.ProductTypeProto.TREASURY_FRN);
+    expect(proto.hasFrnExtension()).toBe(true);
+    const sec = security_1.default.create(proto);
+    expect(sec).toBeInstanceOf(FloatingRateNote_1.default);
+    const frn = sec;
+    expect(frn.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+    expect((_a = frn.getSpread()) === null || _a === void 0 ? void 0 : _a.toString()).toBe('0.0015');
+    expect(frn.getReferenceRateIndex()).toBe(index_type_pb_1.IndexTypeProto.SOFR);
+    expect(frn.getResetFrequency()).toBe(coupon_frequency_pb_1.CouponFrequencyProto.QUARTERLY);
+});
+test('TIPS / FRN wrappers inherit isBond() narrowing', () => {
+    const tipsProto = TIPSBond_1.default.fromPricerInputs(Object.assign(Object.assign({}, baseInputs), { baseCpi: new decimal_js_1.Decimal('250'), indexDate: makeDate(2024, 1, 15), inflationIndexType: index_type_pb_1.IndexTypeProto.CPI_U }));
+    const frnProto = FloatingRateNote_1.default.fromPricerInputs(Object.assign(Object.assign({}, baseInputs), { spread: new decimal_js_1.Decimal('0.002'), referenceRateIndex: index_type_pb_1.IndexTypeProto.SOFR, resetFrequency: coupon_frequency_pb_1.CouponFrequencyProto.QUARTERLY }));
+    expect(security_1.default.create(tipsProto).isBond()).toBe(true);
+    expect(security_1.default.create(frnProto).isBond()).toBe(true);
+});
+//# sourceMappingURL=BondSecurity.fromPricerInputs.test.js.map

package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js.map

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

@@ -0,0 +1,95 @@
+import Security from './security';
+import BondSecurity from './BondSecurity';
+import TIPSBond from './TIPSBond';
+import FloatingRateNote from './FloatingRateNote';
+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';
+import { IndexTypeProto } from '../../../fintekkers/models/security/index/index_type_pb';
+import { LocalDate } from '../utils/date';
+import { LocalDateProto } from '../../../fintekkers/models/util/local_date_pb';
+import { Decimal } from 'decimal.js';
+
+function makeDate(y: number, m: number, d: number): LocalDate {
+  return new LocalDate(new LocalDateProto().setYear(y).setMonth(m).setDay(d));
+}
+
+const baseInputs = {
+  faceValue: new Decimal('1000'),
+  couponRate: new Decimal('0.045'),
+  couponType: CouponTypeProto.FIXED,
+  couponFrequency: CouponFrequencyProto.SEMIANNUALLY,
+  issueDate: makeDate(2024, 1, 15),
+  maturityDate: makeDate(2034, 1, 15),
+};
+
+test('BondSecurity.fromPricerInputs round-trips through Security.create as a BondSecurity', () => {
+  const proto = BondSecurity.fromPricerInputs(baseInputs);
+  expect(proto.getProductType()).toBe(ProductTypeProto.TREASURY_NOTE);
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(BondSecurity);
+  const bond = sec as BondSecurity;
+  expect(bond.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+  expect(bond.getFaceValue().getArbitraryPrecisionValue()).toBe('1000');
+  expect(bond.getCouponType().name()).toBe('FIXED');
+  expect(bond.getCouponFrequency().toString()).toBe('SEMIANNUALLY');
+  expect(bond.getIssueDate().toDate().getFullYear()).toBe(2024);
+  expect(bond.getMaturityDate().toDate().getFullYear()).toBe(2034);
+});
+
+test('TIPSBond.fromPricerInputs round-trips with tips_extension populated', () => {
+  const proto = TIPSBond.fromPricerInputs({
+    ...baseInputs,
+    baseCpi: new Decimal('301.5'),
+    indexDate: makeDate(2024, 1, 15),
+    inflationIndexType: IndexTypeProto.CPI_U,
+  });
+  expect(proto.getProductType()).toBe(ProductTypeProto.TIPS);
+  expect(proto.hasTipsExtension()).toBe(true);
+
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(TIPSBond);
+  const tips = sec as TIPSBond;
+  // Bond-side checks (inherited from BondSecurity)
+  expect(tips.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+  // TIPS-specific checks
+  expect(tips.getBaseCpi()?.toString()).toBe('301.5');
+  expect(tips.getIndexDate()?.toDate().getFullYear()).toBe(2024);
+  expect(tips.getInflationIndexType()).toBe(IndexTypeProto.CPI_U);
+});
+
+test('FloatingRateNote.fromPricerInputs round-trips with frn_extension populated', () => {
+  const proto = FloatingRateNote.fromPricerInputs({
+    ...baseInputs,
+    spread: new Decimal('0.0015'),
+    referenceRateIndex: IndexTypeProto.SOFR,
+    resetFrequency: CouponFrequencyProto.QUARTERLY,
+  });
+  expect(proto.getProductType()).toBe(ProductTypeProto.TREASURY_FRN);
+  expect(proto.hasFrnExtension()).toBe(true);
+
+  const sec = Security.create(proto);
+  expect(sec).toBeInstanceOf(FloatingRateNote);
+  const frn = sec as FloatingRateNote;
+  expect(frn.getCouponRate().getArbitraryPrecisionValue()).toBe('0.045');
+  expect(frn.getSpread()?.toString()).toBe('0.0015');
+  expect(frn.getReferenceRateIndex()).toBe(IndexTypeProto.SOFR);
+  expect(frn.getResetFrequency()).toBe(CouponFrequencyProto.QUARTERLY);
+});
+
+test('TIPS / FRN wrappers inherit isBond() narrowing', () => {
+  const tipsProto = TIPSBond.fromPricerInputs({
+    ...baseInputs,
+    baseCpi: new Decimal('250'),
+    indexDate: makeDate(2024, 1, 15),
+    inflationIndexType: IndexTypeProto.CPI_U,
+  });
+  const frnProto = FloatingRateNote.fromPricerInputs({
+    ...baseInputs,
+    spread: new Decimal('0.002'),
+    referenceRateIndex: IndexTypeProto.SOFR,
+    resetFrequency: CouponFrequencyProto.QUARTERLY,
+  });
+  expect(Security.create(tipsProto).isBond()).toBe(true);
+  expect(Security.create(frnProto).isBond()).toBe(true);
+});

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

@@ -3,8 +3,11 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildBondDetails = exports.decimalToProto = exports.localDateToProto = void 0;
 const security_1 = __importDefault(require("./security"));
+const security_pb_1 = require("../../../fintekkers/models/security/security_pb");
 const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
+const decimal_value_pb_1 = require("../../../fintekkers/models/util/decimal_value_pb");
 const date_1 = require("../utils/date");
 const coupon_frequency_1 = require("./coupon_frequency");
 const coupon_type_1 = require("./coupon_type");
@@ -12,6 +15,35 @@ const term_1 = require("./term");
 const tenor_type_pb_1 = require("../../../fintekkers/models/security/tenor_type_pb");
 const decimal_js_1 = require("decimal.js");
 const product_hierarchy_1 = require("./product_hierarchy");
+const Issuance_1 = __importDefault(require("./Issuance"));
+/**
+ * Build a LocalDateProto from a LocalDate wrapper. Exported so subclass
+ * builders (TIPSBond, FloatingRateNote) can re-use it without poking at
+ * LocalDate's proto privately.
+ */
+function localDateToProto(d) {
+    return d.toProto();
+}
+exports.localDateToProto = localDateToProto;
+/** Build a DecimalValueProto from a Decimal. */
+function decimalToProto(v) {
+    return new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue(v.toString());
+}
+exports.decimalToProto = decimalToProto;
+/**
+ * Build a populated BondDetailsProto from BondPricerInputs. Shared helper
+ * so the three pricer-input builders stay in sync.
+ */
+function buildBondDetails(args) {
+    return new security_pb_1.BondDetailsProto()
+        .setFaceValue(decimalToProto(args.faceValue))
+        .setCouponRate(decimalToProto(args.couponRate))
+        .setCouponType(args.couponType)
+        .setCouponFrequency(args.couponFrequency)
+        .setIssueDate(localDateToProto(args.issueDate))
+        .setMaturityDate(localDateToProto(args.maturityDate));
+}
+exports.buildBondDetails = buildBondDetails;
 class BondSecurity extends security_1.default {
     constructor(proto) {
         super(proto);
@@ -99,9 +131,25 @@ class BondSecurity extends security_1.default {
         const datedDate = bond ? bond.getDatedDate() : undefined;
         return datedDate ? new date_1.LocalDate(datedDate) : undefined;
     }
-    getIssuanceInfo() {
+    /**
+     * Returns every auction/reopening record on this bond as typed Issuance
+     * wrappers. Empty list if bond_details is unset or has no issuances.
+     */
+    getIssuances() {
         const bond = this.getBondLikeDetails();
-        return bond ? bond.getIssuanceInfoList() : [];
+        const list = bond ? bond.getIssuanceInfoList() : [];
+        return list.map(p => new Issuance_1.default(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) {
+        const bond = buildBondDetails(args);
+        return new security_pb_1.SecurityProto()
+            .setProductType(product_type_pb_1.ProductTypeProto.TREASURY_NOTE)
+            .setBondDetails(bond);
     }
     /**
      * Returns the price scale factor for bonds.

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

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

@@ -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) {
@@ -109,9 +154,26 @@ class BondSecurity extends Security {
     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() : [];
+    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

@@ -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

@@ -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

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

@@ -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

@@ -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

@@ -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

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

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