@fintekkers/ledger-models 0.4.1 → 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/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/security.d.ts +1 -0
- package/node/wrappers/models/security/security.js +6 -1
- package/node/wrappers/models/security/security.js.map +1 -1
- package/node/wrappers/models/security/security.ts +6 -1
- 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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* Generated by JsPbCodeGenerator.
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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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@@ -674,6 +704,14 @@ proto.fintekkers.models.security.SecurityProto.serializeBinaryToWriter = functio
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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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@@ -1396,6 +1434,43 @@ proto.fintekkers.models.security.SecurityProto.prototype.hasFxSpotDetails = func
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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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return jspb.Message.setWrapperField(this, 207, value);
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};
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/**
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* Clears the message field making it undefined.
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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.clearMbsExtension = function() {
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return this.setMbsExtension(undefined);
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};
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/**
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* Returns whether this field is set.
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* @return {boolean}
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*/
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proto.fintekkers.models.security.SecurityProto.prototype.hasMbsExtension = function() {
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return jspb.Message.getField(this, 207) != null;
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};
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/**
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* List of repeated fields within this message type.
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@@ -2315,6 +2390,502 @@ proto.fintekkers.models.security.FrnExtensionProto.prototype.setResetFrequency =
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if (jspb.Message.GENERATE_TO_OBJECT) {
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/**
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* Creates an object representation of this proto.
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* Field names that are reserved in JavaScript and will be renamed to pb_name.
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* Optional fields that are not set will be set to undefined.
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* To access a reserved field use, foo.pb_<name>, eg, foo.pb_default.
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* For the list of reserved names please see:
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* net/proto2/compiler/js/internal/generator.cc#kKeyword.
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* @param {boolean=} opt_includeInstance Deprecated. whether to include the
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* JSPB instance for transitional soy proto support:
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* http://goto/soy-param-migration
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* @return {!Object}
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*/
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proto.fintekkers.models.security.MbsExtensionProto.prototype.toObject = function(opt_includeInstance) {
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return proto.fintekkers.models.security.MbsExtensionProto.toObject(opt_includeInstance, this);
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};
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/**
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* Static version of the {@see toObject} method.
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* @param {boolean|undefined} includeInstance Deprecated. Whether to include
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* the JSPB instance for transitional soy proto support:
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* http://goto/soy-param-migration
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* @param {!proto.fintekkers.models.security.MbsExtensionProto} msg The msg instance to transform.
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* @return {!Object}
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* @suppress {unusedLocalVariables} f is only used for nested messages
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*/
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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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psaSpeed: (f = msg.getPsaSpeed()) && fintekkers_models_util_decimal_value_pb.DecimalValueProto.toObject(includeInstance, f)
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};
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if (includeInstance) {
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obj.$jspbMessageInstance = msg;
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}
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return obj;
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};
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}
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/**
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* Deserializes binary data (in protobuf wire format).
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* @param {jspb.ByteSource} bytes The bytes to deserialize.
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* @return {!proto.fintekkers.models.security.MbsExtensionProto}
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*/
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proto.fintekkers.models.security.MbsExtensionProto.deserializeBinary = function(bytes) {
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var reader = new jspb.BinaryReader(bytes);
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var msg = new proto.fintekkers.models.security.MbsExtensionProto;
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return proto.fintekkers.models.security.MbsExtensionProto.deserializeBinaryFromReader(msg, reader);
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};
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/**
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* Deserializes binary data (in protobuf wire format) from the
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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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* @return {!proto.fintekkers.models.security.MbsExtensionProto}
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*/
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proto.fintekkers.models.security.MbsExtensionProto.deserializeBinaryFromReader = function(msg, reader) {
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while (reader.nextField()) {
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if (reader.isEndGroup()) {
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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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var value = /** @type {string} */ (reader.readString());
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msg.setPoolNumber(value);
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break;
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case 2:
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var value = /** @type {!proto.fintekkers.models.security.bond.AgencyProto} */ (reader.readEnum());
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msg.setAgency(value);
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break;
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case 3:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setWac(value);
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break;
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case 4:
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var value = /** @type {number} */ (reader.readInt32());
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msg.setWam(value);
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break;
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case 5:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setPassThroughRate(value);
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break;
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case 6:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setCurrentFactor(value);
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break;
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case 7:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setOriginalFaceValue(value);
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break;
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case 8:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setCurrentUpb(value);
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break;
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case 9:
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var value = new fintekkers_models_util_decimal_value_pb.DecimalValueProto;
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reader.readMessage(value,fintekkers_models_util_decimal_value_pb.DecimalValueProto.deserializeBinaryFromReader);
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msg.setPsaSpeed(value);
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break;
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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>}
|
|
@@ -0,0 +1,48 @@
|
|
|
1
|
+
import BondSecurity, { BondPricerInputs } from './BondSecurity';
|
|
2
|
+
import { SecurityProto } from '../../../fintekkers/models/security/security_pb';
|
|
3
|
+
import { AgencyProto } from '../../../fintekkers/models/security/bond/agency_pb';
|
|
4
|
+
import { Decimal } from 'decimal.js';
|
|
5
|
+
/**
|
|
6
|
+
* MBS-specific accessors layered on top of BondSecurity. Pool-level fields
|
|
7
|
+
* (agency, WAC, WAM, pass-through rate, factors, balances, PSA) live in
|
|
8
|
+
* the parallel mbs_extension sub-message; bond_details still carries the
|
|
9
|
+
* canonical coupon/dates/face value.
|
|
10
|
+
*/
|
|
11
|
+
declare class MortgageBackedSecurity extends BondSecurity {
|
|
12
|
+
constructor(proto: SecurityProto);
|
|
13
|
+
private getMbsExtension;
|
|
14
|
+
/** Pool identifier (e.g. "FN AS1234"). */
|
|
15
|
+
getPoolNumber(): string;
|
|
16
|
+
/** Issuing agency (FNMA / FHLMC / GNMA). */
|
|
17
|
+
getAgency(): AgencyProto;
|
|
18
|
+
/** Weighted Average Coupon across underlying loans. */
|
|
19
|
+
getWac(): Decimal | null;
|
|
20
|
+
/** Weighted Average Maturity, in months. */
|
|
21
|
+
getWam(): number;
|
|
22
|
+
/** Pass-through rate paid to investors (net of servicing/guarantee fees). */
|
|
23
|
+
getPassThroughRate(): Decimal | null;
|
|
24
|
+
/** Current pool factor (remaining UPB / original face). */
|
|
25
|
+
getCurrentFactor(): Decimal | null;
|
|
26
|
+
/** Original face value at issuance. */
|
|
27
|
+
getOriginalFaceValue(): Decimal | null;
|
|
28
|
+
/** Current Unpaid Principal Balance. */
|
|
29
|
+
getCurrentUpb(): Decimal | null;
|
|
30
|
+
/** PSA prepayment speed assumption. */
|
|
31
|
+
getPsaSpeed(): Decimal | null;
|
|
32
|
+
/**
|
|
33
|
+
* Build a fresh SecurityProto for an agency MBS pass-through. product_type
|
|
34
|
+
* is set to MORTGAGE_BACKED so Security.create routes back to this wrapper.
|
|
35
|
+
*/
|
|
36
|
+
static fromPricerInputs(args: BondPricerInputs & {
|
|
37
|
+
poolNumber: string;
|
|
38
|
+
agency: AgencyProto;
|
|
39
|
+
wac: Decimal;
|
|
40
|
+
wam: number;
|
|
41
|
+
passThroughRate: Decimal;
|
|
42
|
+
currentFactor: Decimal;
|
|
43
|
+
originalFaceValue: Decimal;
|
|
44
|
+
currentUpb: Decimal;
|
|
45
|
+
psaSpeed: Decimal;
|
|
46
|
+
}): SecurityProto;
|
|
47
|
+
}
|
|
48
|
+
export default MortgageBackedSecurity;
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|