@fintekkers/ledger-models 0.4.1 → 0.4.3
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 +5 -21
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js +17 -11
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.fromPricerInputs.test.ts +17 -11
- package/node/wrappers/models/security/BondSecurity.js +15 -32
- package/node/wrappers/models/security/BondSecurity.js.map +1 -1
- package/node/wrappers/models/security/BondSecurity.ts +18 -37
- package/node/wrappers/models/security/Issuance.d.ts +3 -5
- package/node/wrappers/models/security/Issuance.js +3 -8
- package/node/wrappers/models/security/Issuance.js.map +1 -1
- package/node/wrappers/models/security/Issuance.test.js +16 -8
- package/node/wrappers/models/security/Issuance.test.js.map +1 -1
- package/node/wrappers/models/security/Issuance.test.ts +10 -2
- package/node/wrappers/models/security/Issuance.ts +6 -12
- 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 +97 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.js.map +1 -0
- package/node/wrappers/models/security/MortgageBackedSecurity.fromPricerInputs.test.ts +111 -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 +2 -3
- package/node/wrappers/models/security/TIPSBond.js +2 -4
- package/node/wrappers/models/security/TIPSBond.js.map +1 -1
- package/node/wrappers/models/security/TIPSBond.ts +5 -7
- package/node/wrappers/models/security/security.d.ts +39 -12
- package/node/wrappers/models/security/security.js +64 -16
- package/node/wrappers/models/security/security.js.map +1 -1
- package/node/wrappers/models/security/security.test.js +91 -10
- package/node/wrappers/models/security/security.test.js.map +1 -1
- package/node/wrappers/models/security/security.test.ts +106 -11
- package/node/wrappers/models/security/security.ts +70 -17
- package/node/wrappers/models/transaction/transaction.d.ts +2 -3
- package/node/wrappers/models/transaction/transaction.js +23 -21
- package/node/wrappers/models/transaction/transaction.js.map +1 -1
- package/node/wrappers/models/transaction/transaction.ts +22 -21
- package/node/wrappers/models/transaction/transaction_constructor.test.js +4 -2
- package/node/wrappers/models/transaction/transaction_constructor.test.js.map +1 -1
- package/node/wrappers/models/transaction/transaction_constructor.test.ts +10 -8
- package/node/wrappers/models/utils/date.d.ts +13 -1
- package/node/wrappers/models/utils/date.js +26 -1
- package/node/wrappers/models/utils/date.js.map +1 -1
- package/node/wrappers/models/utils/date.ts +25 -1
- package/node/wrappers/services/security-service/security.maturityLadder.test.js +4 -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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@@ -2,7 +2,6 @@ import { FieldProto } from "../../../fintekkers/models/position/field_pb";
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import { SecurityProto } from "../../../fintekkers/models/security/security_pb";
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import { ZonedDateTime } from "../utils/datetime";
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import { UUID } from "../utils/uuid";
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import { LocalDate } from "../utils/date";
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import { IdentifierTypeProto } from "../../../fintekkers/models/security/identifier/identifier_type_pb";
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import { Identifier } from "./identifier";
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declare class Security {
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@@ -38,6 +37,7 @@ declare class Security {
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* the proto's product_type. Dispatch rules:
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* - TIPS -> TIPSBond
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* - TREASURY_FRN -> FloatingRateNote
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* - MORTGAGE_BACKED -> MortgageBackedSecurity
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* - any other descendant of BOND in hierarchy.json -> BondSecurity
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* - any descendant of INDEX in hierarchy.json -> IndexSecurity
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* - everything else (equity, cash, fx, etc.) -> base Security
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@@ -56,6 +56,36 @@ declare class Security {
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* works regardless of how the wrapper was constructed.
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*/
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isBond(): this is import('./BondSecurity').default;
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/**
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* Type guard: true iff this Security is a MortgageBackedSecurity (a
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* descendant of STRUCTURED_BOND in hierarchy.json — MBS_PASSTHROUGH today,
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* CMBS/ABS/CLO when those leaves become active).
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*/
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isMbs(): this is import('./MortgageBackedSecurity').default;
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/**
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* Type guard: true iff this Security is an IndexSecurity (any descendant
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* of INDEX in hierarchy.json — CPI_SERIES, SOFR_SERIES, EQUITY_INDEX, ...).
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*/
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isIndex(): this is import('./IndexSecurity').default;
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/**
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* Runtime predicate: true iff this Security wraps a cash currency
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* (product_type == CURRENCY). No dedicated CashSecurity wrapper exists
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* yet so this isn't a TS type-guard — the return is base Security.
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*/
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isCash(): boolean;
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/**
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* Runtime predicate: true iff this Security wraps a stock-shape product
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* type (any descendant of STOCK in hierarchy.json — COMMON_STOCK,
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* PREFERRED_STOCK, ADR, ETF). No dedicated EquitySecurity wrapper exists
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* yet so this isn't a TS type-guard — the return is base Security.
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*/
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isEquity(): boolean;
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/**
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* Runtime predicate: true iff this Security wraps an FX spot
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* (product_type == FX_SPOT). No dedicated FxSpotSecurity wrapper exists
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* yet so this isn't a TS type-guard — the return is base Security.
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*/
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isFxSpot(): boolean;
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toString(): string;
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getFields(): FieldProto[];
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getField(field: FieldProto): any;
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* Returns null on equities/cash/etc. that don't have an issue date set,
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* rather than throwing — issue date is optional on the base Security.
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* For bond-specific code paths, prefer narrowing first via isBond() and
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* calling BondSecurity.getIssueDate() (which
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* calling BondSecurity.getIssueDate() (which is non-nullable on a
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* properly-formed bond).
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*/
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getIssueDate():
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getIssueDate(): Date | null;
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/**
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*
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*
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* narrowing first
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*
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* if (sec.isBond()) sec.getMaturityDate(); // BondSecurity, returns LocalDate
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*
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* In a future major version this method will move to BondSecurity only
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* and TS will catch the misuse at compile time.
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* Returns the maturity date if set, else null. Maturity date is a
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* bond-only concept; on non-bond securities this returns null rather
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* than throwing. Prefer narrowing first via isBond() for bond-specific
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* code paths.
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*/
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getMaturityDate():
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getMaturityDate(): Date | null;
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/**
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* Returns the canonical bond_details sub-message if set, else undefined.
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* TIPS and FRN extras live in their own tips_extension / frn_extension
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* the proto's product_type. Dispatch rules:
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* - TIPS -> TIPSBond
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* - TREASURY_FRN -> FloatingRateNote
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* - MORTGAGE_BACKED -> MortgageBackedSecurity
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* - any other descendant of BOND in hierarchy.json -> BondSecurity
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* - any descendant of INDEX in hierarchy.json -> IndexSecurity
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* - everything else (equity, cash, fx, etc.) -> base Security
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const productType = proto.getProductType();
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const ptName = Object.keys(product_type_pb_1.ProductTypeProto)
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.find(k => product_type_pb_1.ProductTypeProto[k] === productType);
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// TIPS / FRN have dedicated wrappers with extension-specific accessors.
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// TIPS / FRN / MBS have dedicated wrappers with extension-specific accessors.
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if (productType === product_type_pb_1.ProductTypeProto.TIPS) {
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const TIPSBond = require('./TIPSBond').default;
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return new TIPSBond(proto);
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const FloatingRateNote = require('./FloatingRateNote').default;
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return new FloatingRateNote(proto);
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}
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if (productType === product_type_pb_1.ProductTypeProto.MORTGAGE_BACKED) {
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const MortgageBackedSecurity = require('./MortgageBackedSecurity').default;
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return new MortgageBackedSecurity(proto);
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}
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// Any other BOND descendant -> generic BondSecurity wrapper.
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if (ptName && (0, product_hierarchy_1.isDescendantOf)(ptName, 'BOND')) {
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const BondSecurity = require('./BondSecurity').default;
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return false;
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return (0, product_hierarchy_1.isDescendantOf)(ptName, 'BOND');
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}
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/**
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* Type guard: true iff this Security is a MortgageBackedSecurity (a
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* descendant of STRUCTURED_BOND in hierarchy.json — MBS_PASSTHROUGH today,
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* CMBS/ABS/CLO when those leaves become active).
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*/
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isMbs() {
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return this.proto.getProductType() === product_type_pb_1.ProductTypeProto.MORTGAGE_BACKED;
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}
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/**
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* Type guard: true iff this Security is an IndexSecurity (any descendant
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* of INDEX in hierarchy.json — CPI_SERIES, SOFR_SERIES, EQUITY_INDEX, ...).
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*/
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isIndex() {
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const t = this.proto.getProductType();
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const ptName = Object.keys(product_type_pb_1.ProductTypeProto)
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.find(k => product_type_pb_1.ProductTypeProto[k] === t);
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if (!ptName)
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return false;
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return (0, product_hierarchy_1.isDescendantOf)(ptName, 'INDEX');
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}
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/**
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* Runtime predicate: true iff this Security wraps a cash currency
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* (product_type == CURRENCY). No dedicated CashSecurity wrapper exists
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* yet so this isn't a TS type-guard — the return is base Security.
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*/
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isCash() {
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return this.proto.getProductType() === product_type_pb_1.ProductTypeProto.CURRENCY;
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}
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/**
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* Runtime predicate: true iff this Security wraps a stock-shape product
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* type (any descendant of STOCK in hierarchy.json — COMMON_STOCK,
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* PREFERRED_STOCK, ADR, ETF). No dedicated EquitySecurity wrapper exists
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* yet so this isn't a TS type-guard — the return is base Security.
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*/
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isEquity() {
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const t = this.proto.getProductType();
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const ptName = Object.keys(product_type_pb_1.ProductTypeProto)
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if (!ptName)
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return false;
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return (0, product_hierarchy_1.isDescendantOf)(ptName, 'STOCK');
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}
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/**
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* (product_type == FX_SPOT). No dedicated FxSpotSecurity wrapper exists
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*/
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isFxSpot() {
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return this.proto.getProductType() === product_type_pb_1.ProductTypeProto.FX_SPOT;
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}
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toString() {
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const ids = this.proto.getIsLink() ? [] : this.proto.getIdentifiersList();
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const idStr = ids && ids.length > 0
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* calling BondSecurity.getIssueDate() (which is non-nullable on a
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* properly-formed bond).
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const date = bond ? bond.getIssueDate() : undefined;
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return (0, date_1.localDateProtoToDate)(date);
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}
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{"version":3,"file":"security.js","sourceRoot":"","sources":["security.ts"],"names":[],"mappings":";;AAAA,2EAA0E;AAC1E,iFAAgF;AAGhF,gDAAkD;AAClD,wCAAqC;AACrC,
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+
{"version":3,"file":"security.js","sourceRoot":"","sources":["security.ts"],"names":[],"mappings":";;AAAA,2EAA0E;AAC1E,iFAAgF;AAGhF,gDAAkD;AAClD,wCAAqC;AACrC,wCAAqD;AACrD,yFAAuF;AAEvF,6CAA0C;AAC1C,2DAAqD;AAErD,MAAM,QAAQ;IAGZ,YAAY,KAAoB;QAC9B,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IACrB,CAAC;IAED;;;;;;;;;;OAUG;IACH,MAAM,CAAC,MAAM,CAAC,IAAU,EAAE,IAAmB;QAC3C,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,6BAA6B,CAAC,CAAC;QAC1D,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,kFAAkF,CAAC,CAAC;QAC/G,MAAM,KAAK,GAAG,IAAI,2BAAa,EAAE,CAAC;QAClC,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;QACtB,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC,CAAC;QAC3C,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAC,IAAI,CAAC,CAAC,CAAC;QACpD,OAAO,KAAK,CAAC;IACf,CAAC;IAED;;;;OAIG;IACH,MAAM,CAAC,YAAY,CAAC,IAAU;QAC5B,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QAChE,MAAM,KAAK,GAAG,IAAI,2BAAa,EAAE,CAAC;QAClC,KAAK,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;QACtB,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,CAAC,CAAC,CAAC;QAC3C,OAAO,KAAK,CAAC;IACf,CAAC;IAEO,MAAM,CAAC,YAAY,CAAC,IAAU;QACpC,OAAO,IAAI,CAAC,WAAW,EAAE,CAAC;IAC5B,CAAC;IAEO,MAAM,CAAC,qBAAqB,CAAC,IAAmB;QACtD,OAAO,IAAI,CAAC,OAAO,EAAE,CAAC;IACxB,CAAC;IAED;;;OAGG;IACK,aAAa,CAAC,QAAgB;QACpC,IAAI,IAAI,CAAC,KAAK,CAAC,SAAS,EAAE,EAAE;YAC1B,MAAM,IAAI,KAAK,CACb,eAAe,QAAQ,2CAA2C;kBAChE,8CAA8C;kBAC9C,kCAAkC,CACrC,CAAC;SACH;IACH,CAAC;IAED;;;;;;;;;OASG;IACH,MAAM,CAAC,MAAM,CAAC,KAAoB;QAChC,MAAM,WAAW,GAAG,KAAK,CAAC,cAAc,EAAE,CAAC;QAC3C,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,WAAW,CAAC,CAAC;QAElD,8EAA8E;QAC9E,IAAI,WAAW,KAAK,kCAAgB,CAAC,IAAI,EAAE;YACzC,MAAM,QAAQ,GAAG,OAAO,CAAC,YAAY,CAAC,CAAC,OAAO,CAAC;YAC/C,OAAO,IAAI,QAAQ,CAAC,KAAK,CAAC,CAAC;SAC5B;QACD,IAAI,WAAW,KAAK,kCAAgB,CAAC,YAAY,EAAE;YACjD,MAAM,gBAAgB,GAAG,OAAO,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC;YAC/D,OAAO,IAAI,gBAAgB,CAAC,KAAK,CAAC,CAAC;SACpC;QACD,IAAI,WAAW,KAAK,kCAAgB,CAAC,eAAe,EAAE;YACpD,MAAM,sBAAsB,GAAG,OAAO,CAAC,0BAA0B,CAAC,CAAC,OAAO,CAAC;YAC3E,OAAO,IAAI,sBAAsB,CAAC,KAAK,CAAC,CAAC;SAC1C;QAED,6DAA6D;QAC7D,IAAI,MAAM,IAAI,IAAA,kCAAc,EAAC,MAAgB,EAAE,MAAM,CAAC,EAAE;YACtD,MAAM,YAAY,GAAG,OAAO,CAAC,gBAAgB,CAAC,CAAC,OAAO,CAAC;YACvD,OAAO,IAAI,YAAY,CAAC,KAAK,CAAC,CAAC;SAChC;QAED,mDAAmD;QACnD,IAAI,MAAM,IAAI,IAAA,kCAAc,EAAC,MAAgB,EAAE,OAAO,CAAC,EAAE;YACvD,MAAM,aAAa,GAAG,OAAO,CAAC,iBAAiB,CAAC,CAAC,OAAO,CAAC;YACzD,OAAO,IAAI,aAAa,CAAC,KAAK,CAAC,CAAC;SACjC;QAED,OAAO,IAAI,QAAQ,CAAC,KAAK,CAAC,CAAC;IAC7B,CAAC;IAED;;;;;;;;;;;OAWG;IACH,MAAM;QACJ,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,CAAC;QACtC,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;QACxC,IAAI,CAAC,MAAM;YAAE,OAAO,KAAK,CAAC;QAC1B,OAAO,IAAA,kCAAc,EAAC,MAAgB,EAAE,MAAM,CAAC,CAAC;IAClD,CAAC;IAED;;;;OAIG;IACH,KAAK;QACH,OAAO,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,KAAK,kCAAgB,CAAC,eAAe,CAAC;IAC1E,CAAC;IAED;;;OAGG;IACH,OAAO;QACL,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,CAAC;QACtC,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;QACxC,IAAI,CAAC,MAAM;YAAE,OAAO,KAAK,CAAC;QAC1B,OAAO,IAAA,kCAAc,EAAC,MAAgB,EAAE,OAAO,CAAC,CAAC;IACnD,CAAC;IAED;;;;OAIG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,KAAK,kCAAgB,CAAC,QAAQ,CAAC;IACnE,CAAC;IAED;;;;;OAKG;IACH,QAAQ;QACN,MAAM,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,CAAC;QACtC,MAAM,MAAM,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C;aACnF,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,kCAAgB,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC;QACxC,IAAI,CAAC,MAAM;YAAE,OAAO,KAAK,CAAC;QAC1B,OAAO,IAAA,kCAAc,EAAC,MAAgB,EAAE,OAAO,CAAC,CAAC;IACnD,CAAC;IAED;;;;OAIG;IACH,QAAQ;QACN,OAAO,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,KAAK,kCAAgB,CAAC,OAAO,CAAC;IAClE,CAAC;IAGD,QAAQ;QACN,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,kBAAkB,EAAE,CAAC;QAC1E,MAAM,KAAK,GAAG,GAAG,IAAI,GAAG,CAAC,MAAM,GAAG,CAAC;YACjC,CAAC,CAAC,IAAI,uBAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE;YACnC,CAAC,CAAC,iBAAiB,CAAC;QACtB,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,SAAS,EAAE,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC;QACxE,OAAO,MAAM,IAAI,CAAC,KAAK,EAAE,CAAC,QAAQ,EAAE,MAAM,KAAK,IAAI,MAAM,GAAG,CAAC;IAC/D,CAAC;IAED,SAAS;QACP,OAAO,CAAC,qBAAU,CAAC,EAAE,EAAE,qBAAU,CAAC,WAAW,EAAE,qBAAU,CAAC,KAAK,EAAE,qBAAU,CAAC,WAAW,EAAE,qBAAU,CAAC,UAAU,CAAC,CAAC;IAClH,CAAC;IAED,QAAQ,CAAC,KAAiB;QACxB,QAAQ,KAAK,EAAE;YACb,KAAK,qBAAU,CAAC,EAAE,CAAC;YACnB,KAAK,qBAAU,CAAC,WAAW;gBACzB,OAAO,IAAI,CAAC,KAAK,EAAE,CAAC;YACtB,KAAK,qBAAU,CAAC,KAAK;gBACnB,OAAO,IAAI,CAAC,OAAO,EAAE,CAAC;YACxB,KAAK,qBAAU,CAAC,WAAW;gBACzB,OAAO,IAAI,CAAC,aAAa,EAAE,CAAC;YAC9B,KAAK,qBAAU,CAAC,aAAa;gBAC3B,OAAO,IAAI,CAAC,eAAe,EAAE,CAAC;YAChC,KAAK,qBAAU,CAAC,YAAY;gBAC1B,OAAO,IAAI,CAAC,cAAc,EAAE,CAAC;YAC/B,KAAK,qBAAU,CAAC,UAAU,CAAC,CAAC;gBAC1B,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,EAAE,CAAC;gBAC7C,OAAO,IAAI,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,uBAAU,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;aACjE;YACD,KAAK,qBAAU,CAAC,KAAK,CAAC;YACtB,KAAK,qBAAU,CAAC,cAAc;gBAC5B,MAAM,IAAI,KAAK,CAAC,qBAAqB,CAAC,CAAC;YACzC,KAAK,qBAAU,CAAC,aAAa;gBAC3B,+DAA+D;gBAC/D,uDAAuD;gBACvD,OAAO,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,eAAe,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;YACvD,KAAK,qBAAU,CAAC,UAAU;gBACxB,gEAAgE;gBAChE,OAAO,IAAI,CAAC,YAAY,EAAE,CAAC;YAC7B;gBACE,MAAM,IAAI,KAAK,CAAC,yCAAyC,KAAK,EAAE,CAAC,CAAC;SACrE;IACH,CAAC;IAED,KAAK;QACH,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAClC,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;QAC/C,OAAO,WAAI,CAAC,WAAW,CAAC,IAAI,CAAC,eAAe,EAAE,CAAC,CAAC;IAClD,CAAC;IAED;;;;OAIG;IACH,MAAM;QACJ,OAAO,IAAI,CAAC,KAAK,CAAC,SAAS,EAAE,CAAC;IAChC,CAAC;IAED,OAAO;QACL,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAClC,IAAI,CAAC,IAAI;YAAE,MAAM,IAAI,KAAK,CAAC,kBAAkB,CAAC,CAAC;QAC/C,OAAO,IAAI,wBAAa,CAAC,IAAI,CAAC,CAAC;IACjC,CAAC;IAED,aAAa;QACX,IAAI,CAAC,aAAa,CAAC,YAAY,CAAC,CAAC;QACjC,OAAO,IAAI,CAAC,KAAK,CAAC,aAAa,EAAE,CAAC;IACpC,CAAC;IAED,eAAe;QACb,IAAI,CAAC,aAAa,CAAC,cAAc,CAAC,CAAC;QACnC,MAAM,IAAI,KAAK,CAAC,4DAA4D,CAAC,CAAC;IAChF,CAAC;IAED,cAAc;QACZ,IAAI,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;QAClC,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,CAAC;QACjD,MAAM,kBAAkB,GAAI,MAAM,CAAC,IAAI,CAAC,kCAAgB,CAA0C,CAAC,IAAI,CACrG,GAAG,CAAC,EAAE,CAAC,kCAAgB,CAAC,GAAG,CAAC,KAAK,YAAY,CAC9C,CAAC;QAEF,OAAO,kBAAkB,IAAI,uBAAuB,CAAC;IACvD,CAAC;IAED;;;OAGG;IACH,cAAc;QACZ,IAAI,CAAC,aAAa,CAAC,aAAa,CAAC,CAAC;QAClC,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,EAAE,CAAC;QAC7C,IAAI,CAAC,IAAI;YAAE,OAAO,EAAE,CAAC;QACrB,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,IAAI,uBAAU,CAAC,CAAC,CAAC,CAAC,CAAC;IAC1C,CAAC;IAED;;;OAGG;IACH,mBAAmB,CAAC,IAAyB;QAC3C,IAAI,CAAC,aAAa,CAAC,kBAAkB,CAAC,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,KAAK,CAAC,kBAAkB,EAAE,CAAC;QAC7C,IAAI,CAAC,IAAI;YAAE,OAAO,SAAS,CAAC;QAC5B,MAAM,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,iBAAiB,EAAE,KAAK,IAAI,CAAC,CAAC;QAC7D,OAAO,KAAK,CAAC,CAAC,CAAC,IAAI,uBAAU,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC;IACnD,CAAC;IAED;;;;;;;;;;;;OAYG;IACH,YAAY;QACV,IAAI,CAAC,aAAa,CAAC,WAAW,CAAC,CAAC;QAChC,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACpD,OAAO,IAAA,2BAAoB,EAAC,IAAI,CAAC,CAAC;IACpC,CAAC;IAED;;;;;OAKG;IACH,eAAe;QACb,IAAI,CAAC,aAAa,CAAC,cAAc,CAAC,CAAC;QACnC,MAAM,IAAI,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;QACvC,MAAM,IAAI,GAAG,IAAI,CAAC,CAAC,CAAC,IAAI,CAAC,eAAe,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC;QACvD,OAAO,IAAA,2BAAoB,EAAC,IAAI,CAAC,CAAC;IACpC,CAAC;IAED;;;;OAIG;IACO,kBAAkB;;QAC1B,IAAI,OAAO,IAAI,CAAC,KAAK,CAAC,cAAc,KAAK,UAAU;YAAE,OAAO,SAAS,CAAC;QACtE,OAAO,MAAA,IAAI,CAAC,KAAK,CAAC,cAAc,EAAE,mCAAI,SAAS,CAAC;IAClD,CAAC;IAED,aAAa;QACX,IAAI,CAAC,aAAa,CAAC,YAAY,CAAC,CAAC;QACjC,OAAO,IAAI,CAAC,KAAK,CAAC,aAAa,EAAE,CAAC;IACpC,CAAC;IAED,MAAM,CAAC,KAAe;QACpB,IAAI,KAAK,YAAY,QAAQ,EAAE;YAC7B,OAAO,IAAI,CAAC,KAAK,EAAE,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,EAAE,CAAC,CAAC;SAC3C;aAAM;YACL,OAAO,KAAK,CAAC;SACd;IACH,CAAC;CACF;AAED,kBAAe,QAAQ,CAAC"}
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|
@@ -13,13 +13,16 @@ const security_pb_1 = require("../../../fintekkers/models/security/security_pb")
|
|
|
13
13
|
const product_type_pb_1 = require("../../../fintekkers/models/security/product_type_pb");
|
|
14
14
|
const coupon_frequency_pb_1 = require("../../../fintekkers/models/security/coupon_frequency_pb");
|
|
15
15
|
const coupon_type_pb_1 = require("../../../fintekkers/models/security/coupon_type_pb");
|
|
16
|
+
const index_type_pb_1 = require("../../../fintekkers/models/security/index/index_type_pb");
|
|
16
17
|
const security_quantity_type_pb_1 = require("../../../fintekkers/models/security/security_quantity_type_pb");
|
|
17
18
|
test('test the security wrapper', () => {
|
|
18
19
|
testSerialization();
|
|
19
20
|
});
|
|
20
21
|
function testSerialization() {
|
|
21
22
|
const security = dummySecurity();
|
|
22
|
-
|
|
23
|
+
const maturityDate = security.getMaturityDate();
|
|
24
|
+
assert(maturityDate !== null);
|
|
25
|
+
assert(maturityDate.getFullYear() == 2026);
|
|
23
26
|
}
|
|
24
27
|
test('equity routes to base Security and isBond() returns false', () => {
|
|
25
28
|
const equity = dummyEquity();
|
|
@@ -43,25 +46,63 @@ test('Security.getIssueDate returns null on equity (no throw)', () => {
|
|
|
43
46
|
// explode on per-record post-processing in ui-service.
|
|
44
47
|
expect(equity.getIssueDate()).toBeNull();
|
|
45
48
|
});
|
|
46
|
-
test('BondSecurity.getIssueDate returns
|
|
49
|
+
test('BondSecurity.getIssueDate returns Date on bond', () => {
|
|
47
50
|
const bond = dummyBondSecurity();
|
|
48
51
|
if (!bond.isBond())
|
|
49
52
|
throw new Error('test setup: expected bond');
|
|
50
53
|
const issueDate = bond.getIssueDate();
|
|
51
54
|
expect(issueDate).not.toBeNull();
|
|
52
|
-
expect(issueDate
|
|
55
|
+
expect(issueDate).toBeInstanceOf(Date);
|
|
56
|
+
expect(issueDate.getFullYear()).toBe(2021);
|
|
53
57
|
});
|
|
54
|
-
test('Security.getMaturityDate
|
|
58
|
+
test('Security.getMaturityDate returns null on equity (no throw)', () => {
|
|
55
59
|
const equity = dummyEquity();
|
|
56
|
-
|
|
57
|
-
// loud error if they don't narrow first. Removal happens in Phase 2.
|
|
58
|
-
expect(() => equity.getMaturityDate()).toThrow('Maturity date is required');
|
|
60
|
+
expect(equity.getMaturityDate()).toBeNull();
|
|
59
61
|
});
|
|
60
62
|
test('BondSecurity.getMaturityDate works on bond (inherited from Security)', () => {
|
|
61
63
|
const bond = dummyBondSecurity();
|
|
62
64
|
if (!bond.isBond())
|
|
63
65
|
throw new Error('test setup: expected bond');
|
|
64
|
-
|
|
66
|
+
const maturityDate = bond.getMaturityDate();
|
|
67
|
+
expect(maturityDate).not.toBeNull();
|
|
68
|
+
expect(maturityDate).toBeInstanceOf(Date);
|
|
69
|
+
expect(maturityDate.getFullYear()).toBe(2026);
|
|
70
|
+
});
|
|
71
|
+
test('isMbs(): true on MORTGAGE_BACKED, narrows to MortgageBackedSecurity', () => {
|
|
72
|
+
const mbs = dummyMbs();
|
|
73
|
+
expect(mbs.isMbs()).toBe(true);
|
|
74
|
+
if (mbs.isMbs()) {
|
|
75
|
+
// Inside the narrowed branch TS knows mbs: MortgageBackedSecurity.
|
|
76
|
+
expect(mbs.getPoolNumber()).toBe('FN AS1234');
|
|
77
|
+
}
|
|
78
|
+
// Non-MBS bonds return false.
|
|
79
|
+
expect(dummyBondSecurity().isMbs()).toBe(false);
|
|
80
|
+
expect(dummyEquity().isMbs()).toBe(false);
|
|
81
|
+
});
|
|
82
|
+
test('isIndex(): true on EQUITY_INDEX / CPI_SERIES, narrows to IndexSecurity', () => {
|
|
83
|
+
const idx = dummyIndex();
|
|
84
|
+
expect(idx.isIndex()).toBe(true);
|
|
85
|
+
if (idx.isIndex()) {
|
|
86
|
+
// Inside the narrowed branch TS knows idx: IndexSecurity.
|
|
87
|
+
expect(idx.getIndexType()).toBe(index_type_pb_1.IndexTypeProto.CPI_U);
|
|
88
|
+
}
|
|
89
|
+
expect(dummyBondSecurity().isIndex()).toBe(false);
|
|
90
|
+
expect(dummyEquity().isIndex()).toBe(false);
|
|
91
|
+
});
|
|
92
|
+
test('isCash(): runtime predicate, true on CURRENCY only', () => {
|
|
93
|
+
expect(dummyCash().isCash()).toBe(true);
|
|
94
|
+
expect(dummyBondSecurity().isCash()).toBe(false);
|
|
95
|
+
expect(dummyEquity().isCash()).toBe(false);
|
|
96
|
+
});
|
|
97
|
+
test('isEquity(): runtime predicate, true on STOCK descendants', () => {
|
|
98
|
+
expect(dummyEquity().isEquity()).toBe(true);
|
|
99
|
+
expect(dummyBondSecurity().isEquity()).toBe(false);
|
|
100
|
+
expect(dummyCash().isEquity()).toBe(false);
|
|
101
|
+
});
|
|
102
|
+
test('isFxSpot(): runtime predicate, true on FX_SPOT only', () => {
|
|
103
|
+
expect(dummyFxSpot().isFxSpot()).toBe(true);
|
|
104
|
+
expect(dummyCash().isFxSpot()).toBe(false);
|
|
105
|
+
expect(dummyEquity().isFxSpot()).toBe(false);
|
|
65
106
|
});
|
|
66
107
|
function dummySecurity() {
|
|
67
108
|
const bond = new security_pb_1.BondDetailsProto()
|
|
@@ -100,8 +141,7 @@ function dummyBondSecurity() {
|
|
|
100
141
|
}
|
|
101
142
|
function dummyEquity() {
|
|
102
143
|
// Equity has no maturity / issue date in the proto, exercising the
|
|
103
|
-
// null-return behavior on
|
|
104
|
-
// behavior on getMaturityDate.
|
|
144
|
+
// null-return behavior on the date accessors.
|
|
105
145
|
return security_1.default.create(new security_pb_1.SecurityProto()
|
|
106
146
|
.setObjectClass('Security').setVersion('0.0.1').setUuid(uuid_1.UUID.random().toUUIDProto())
|
|
107
147
|
.setProductType(product_type_pb_1.ProductTypeProto.COMMON_STOCK)
|
|
@@ -109,4 +149,45 @@ function dummyEquity() {
|
|
|
109
149
|
.setIssuerName("Dummy issuer Inc.")
|
|
110
150
|
.setDescription("Dummy equity"));
|
|
111
151
|
}
|
|
152
|
+
function dummyMbs() {
|
|
153
|
+
const bond = new security_pb_1.BondDetailsProto()
|
|
154
|
+
.setCouponRate(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('0.04'))
|
|
155
|
+
.setCouponFrequency(coupon_frequency_pb_1.CouponFrequencyProto.MONTHLY)
|
|
156
|
+
.setCouponType(coupon_type_pb_1.CouponTypeProto.FIXED)
|
|
157
|
+
.setFaceValue(new decimal_value_pb_1.DecimalValueProto().setArbitraryPrecisionValue('250000000'))
|
|
158
|
+
.setIssueDate(new local_date_pb_1.LocalDateProto().setYear(2024).setMonth(1).setDay(1))
|
|
159
|
+
.setMaturityDate(new local_date_pb_1.LocalDateProto().setYear(2054).setMonth(1).setDay(1));
|
|
160
|
+
const proto = new security_pb_1.SecurityProto()
|
|
161
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(uuid_1.UUID.random().toUUIDProto())
|
|
162
|
+
.setProductType(product_type_pb_1.ProductTypeProto.MORTGAGE_BACKED)
|
|
163
|
+
.setAssetClass("FixedIncome")
|
|
164
|
+
.setIssuerName("FNMA")
|
|
165
|
+
.setBondDetails(bond);
|
|
166
|
+
// Pool number lives on the mbs_extension sub-message.
|
|
167
|
+
const MbsExtension = require('../../../fintekkers/models/security/security_pb').MbsExtensionProto;
|
|
168
|
+
proto.setMbsExtension(new MbsExtension().setPoolNumber('FN AS1234'));
|
|
169
|
+
return security_1.default.create(proto);
|
|
170
|
+
}
|
|
171
|
+
function dummyIndex() {
|
|
172
|
+
return security_1.default.create(new security_pb_1.SecurityProto()
|
|
173
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(uuid_1.UUID.random().toUUIDProto())
|
|
174
|
+
.setProductType(product_type_pb_1.ProductTypeProto.CPI_SERIES)
|
|
175
|
+
.setAssetClass("Index")
|
|
176
|
+
.setIssuerName("BLS")
|
|
177
|
+
.setIndexDetails(new security_pb_1.IndexDetailsProto().setIndexType(index_type_pb_1.IndexTypeProto.CPI_U)));
|
|
178
|
+
}
|
|
179
|
+
function dummyCash() {
|
|
180
|
+
return security_1.default.create(new security_pb_1.SecurityProto()
|
|
181
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(uuid_1.UUID.random().toUUIDProto())
|
|
182
|
+
.setProductType(product_type_pb_1.ProductTypeProto.CURRENCY)
|
|
183
|
+
.setAssetClass("Cash")
|
|
184
|
+
.setIssuerName("Federal Reserve"));
|
|
185
|
+
}
|
|
186
|
+
function dummyFxSpot() {
|
|
187
|
+
return security_1.default.create(new security_pb_1.SecurityProto()
|
|
188
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(uuid_1.UUID.random().toUUIDProto())
|
|
189
|
+
.setProductType(product_type_pb_1.ProductTypeProto.FX_SPOT)
|
|
190
|
+
.setAssetClass("FX")
|
|
191
|
+
.setIssuerName("FX"));
|
|
192
|
+
}
|
|
112
193
|
//# sourceMappingURL=security.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"security.test.js","sourceRoot":"","sources":["security.test.ts"],"names":[],"mappings":";;;;;AAAA,iFAA+E;AAC/E,wCAAqC;AAErC,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;
|
|
1
|
+
{"version":3,"file":"security.test.js","sourceRoot":"","sources":["security.test.ts"],"names":[],"mappings":";;;;;AAAA,iFAA+E;AAC/E,wCAAqC;AAErC,iCAAkC;AAClC,0DAAkC;AAClC,kEAA0C;AAI1C,uFAAqF;AACrF,iFAAqH;AACrH,yFAAuF;AACvF,iGAA+F;AAC/F,uFAAqF;AACrF,2FAAyF;AACzF,6GAA0G;AAG1G,IAAI,CAAC,2BAA2B,EAAE,GAAG,EAAE;IACnC,iBAAiB,EAAE,CAAC;AACxB,CAAC,CAAC,CAAC;AAEH,SAAS,iBAAiB;IACtB,MAAM,QAAQ,GAAG,aAAa,EAAE,CAAC;IAEjC,MAAM,YAAY,GAAG,QAAQ,CAAC,eAAe,EAAE,CAAC;IAChD,MAAM,CAAC,YAAY,KAAK,IAAI,CAAC,CAAC;IAC9B,MAAM,CAAC,YAAY,CAAC,WAAW,EAAE,IAAI,IAAI,CAAC,CAAC;AAC/C,CAAC;AAED,IAAI,CAAC,2DAA2D,EAAE,GAAG,EAAE;IACnE,MAAM,MAAM,GAAG,WAAW,EAAE,CAAC;IAC7B,MAAM,CAAC,MAAM,CAAC,CAAC,cAAc,CAAC,kBAAQ,CAAC,CAAC;IACxC,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,cAAc,CAAC,sBAAY,CAAC,CAAC;IAChD,MAAM,CAAC,MAAM,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AACxC,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,sEAAsE,EAAE,GAAG,EAAE;IAC9E,MAAM,IAAI,GAAG,iBAAiB,EAAE,CAAC;IACjC,MAAM,CAAC,IAAI,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACjC,IAAI,IAAI,CAAC,MAAM,EAAE,EAAE;QACf,0DAA0D;QAC1D,sEAAsE;QACtE,MAAM,CAAC,IAAI,CAAC,aAAa,EAAE,CAAC,CAAC,WAAW,EAAE,CAAC;KAC9C;AACL,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,yDAAyD,EAAE,GAAG,EAAE;IACjE,MAAM,MAAM,GAAG,WAAW,EAAE,CAAC;IAC7B,iFAAiF;IACjF,0EAA0E;IAC1E,uDAAuD;IACvD,MAAM,CAAC,MAAM,CAAC,YAAY,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;AAC7C,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,gDAAgD,EAAE,GAAG,EAAE;IACxD,MAAM,IAAI,GAAG,iBAAiB,EAAE,CAAC;IACjC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;IACjE,MAAM,SAAS,GAAG,IAAI,CAAC,YAAY,EAAE,CAAC;IACtC,MAAM,CAAC,SAAS,CAAC,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;IACjC,MAAM,CAAC,SAAS,CAAC,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IACvC,MAAM,CAAC,SAAU,CAAC,WAAW,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;AAChD,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,4DAA4D,EAAE,GAAG,EAAE;IACpE,MAAM,MAAM,GAAG,WAAW,EAAE,CAAC;IAC7B,MAAM,CAAC,MAAM,CAAC,eAAe,EAAE,CAAC,CAAC,QAAQ,EAAE,CAAC;AAChD,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,sEAAsE,EAAE,GAAG,EAAE;IAC9E,MAAM,IAAI,GAAG,iBAAiB,EAAE,CAAC;IACjC,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE;QAAE,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;IACjE,MAAM,YAAY,GAAG,IAAI,CAAC,eAAe,EAAE,CAAC;IAC5C,MAAM,CAAC,YAAY,CAAC,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;IACpC,MAAM,CAAC,YAAY,CAAC,CAAC,cAAc,CAAC,IAAI,CAAC,CAAC;IAC1C,MAAM,CAAC,YAAa,CAAC,WAAW,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;AACnD,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qEAAqE,EAAE,GAAG,EAAE;IAC7E,MAAM,GAAG,GAAG,QAAQ,EAAE,CAAC;IACvB,MAAM,CAAC,GAAG,CAAC,KAAK,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC/B,IAAI,GAAG,CAAC,KAAK,EAAE,EAAE;QACb,mEAAmE;QACnE,MAAM,CAAC,GAAG,CAAC,aAAa,EAAE,CAAC,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;KACjD;IACD,8BAA8B;IAC9B,MAAM,CAAC,iBAAiB,EAAE,CAAC,KAAK,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAChD,MAAM,CAAC,WAAW,EAAE,CAAC,KAAK,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AAC9C,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,wEAAwE,EAAE,GAAG,EAAE;IAChF,MAAM,GAAG,GAAG,UAAU,EAAE,CAAC;IACzB,MAAM,CAAC,GAAG,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACjC,IAAI,GAAG,CAAC,OAAO,EAAE,EAAE;QACf,0DAA0D;QAC1D,MAAM,CAAC,GAAG,CAAC,YAAY,EAAE,CAAC,CAAC,IAAI,CAAC,8BAAc,CAAC,KAAK,CAAC,CAAC;KACzD;IACD,MAAM,CAAC,iBAAiB,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAClD,MAAM,CAAC,WAAW,EAAE,CAAC,OAAO,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AAChD,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,oDAAoD,EAAE,GAAG,EAAE;IAC5D,MAAM,CAAC,SAAS,EAAE,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IACxC,MAAM,CAAC,iBAAiB,EAAE,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACjD,MAAM,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AAC/C,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,0DAA0D,EAAE,GAAG,EAAE;IAClE,MAAM,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC5C,MAAM,CAAC,iBAAiB,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IACnD,MAAM,CAAC,SAAS,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AAC/C,CAAC,CAAC,CAAC;AAEH,IAAI,CAAC,qDAAqD,EAAE,GAAG,EAAE;IAC7D,MAAM,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAC5C,MAAM,CAAC,SAAS,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC3C,MAAM,CAAC,WAAW,EAAE,CAAC,QAAQ,EAAE,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AACjD,CAAC,CAAC,CAAC;AAEH,SAAS,aAAa;IAClB,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE;SAC9B,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC;SACzE,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC;SACrD,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC;SACpC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC;SAC3E,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;SACzE,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,aAAa,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACtF,eAAe,CAAC,qDAAyB,CAAC,mBAAmB,CAAC;SAC9D,aAAa,CAAC,MAAM,CAAC;SACrB,aAAa,CAAC,cAAc,CAAC;SAC7B,cAAc,CAAC,IAAI,CAAC;SACpB,cAAc,CAAC,gBAAgB,CAAC,CACpC,CAAC;AACN,CAAC;AAED,SAAS,iBAAiB;IACtB,sEAAsE;IACtE,mBAAmB;IACnB,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE;SAC9B,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC;SACzE,kBAAkB,CAAC,0CAAoB,CAAC,YAAY,CAAC;SACrD,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC;SACpC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,SAAS,CAAC,CAAC;SAC3E,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;SACzE,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,aAAa,CAAC;SAC9C,eAAe,CAAC,qDAAyB,CAAC,mBAAmB,CAAC;SAC9D,aAAa,CAAC,MAAM,CAAC;SACrB,aAAa,CAAC,cAAc,CAAC;SAC7B,cAAc,CAAC,IAAI,CAAC;SACpB,cAAc,CAAC,YAAY,CAAC,CAChC,CAAC;AACN,CAAC;AAED,SAAS,WAAW;IAChB,mEAAmE;IACnE,8CAA8C;IAC9C,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,YAAY,CAAC;SAC7C,aAAa,CAAC,QAAQ,CAAC;SACvB,aAAa,CAAC,mBAAmB,CAAC;SAClC,cAAc,CAAC,cAAc,CAAC,CAClC,CAAC;AACN,CAAC;AAED,SAAS,QAAQ;IACb,MAAM,IAAI,GAAG,IAAI,8BAAgB,EAAE;SAC9B,aAAa,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,MAAM,CAAC,CAAC;SACzE,kBAAkB,CAAC,0CAAoB,CAAC,OAAO,CAAC;SAChD,aAAa,CAAC,gCAAe,CAAC,KAAK,CAAC;SACpC,YAAY,CAAC,IAAI,oCAAiB,EAAE,CAAC,0BAA0B,CAAC,WAAW,CAAC,CAAC;SAC7E,YAAY,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;SACtE,eAAe,CAAC,IAAI,8BAAc,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC/E,MAAM,KAAK,GAAG,IAAI,2BAAa,EAAE;SAC5B,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,eAAe,CAAC;SAChD,aAAa,CAAC,aAAa,CAAC;SAC5B,aAAa,CAAC,MAAM,CAAC;SACrB,cAAc,CAAC,IAAI,CAAC,CAAC;IAC1B,sDAAsD;IACtD,MAAM,YAAY,GAAG,OAAO,CAAC,iDAAiD,CAAC,CAAC,iBAAiB,CAAC;IAClG,KAAK,CAAC,eAAe,CAAC,IAAI,YAAY,EAAE,CAAC,aAAa,CAAC,WAAW,CAAC,CAAC,CAAC;IACrE,OAAO,kBAAQ,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;AAClC,CAAC;AAED,SAAS,UAAU;IACf,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,UAAU,CAAC;SAC3C,aAAa,CAAC,OAAO,CAAC;SACtB,aAAa,CAAC,KAAK,CAAC;SACpB,eAAe,CAAC,IAAI,+BAAiB,EAAE,CAAC,YAAY,CAAC,8BAAc,CAAC,KAAK,CAAC,CAAC,CAC/E,CAAC;AACN,CAAC;AAED,SAAS,SAAS;IACd,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,QAAQ,CAAC;SACzC,aAAa,CAAC,MAAM,CAAC;SACrB,aAAa,CAAC,iBAAiB,CAAC,CACpC,CAAC;AACN,CAAC;AAED,SAAS,WAAW;IAChB,OAAO,kBAAQ,CAAC,MAAM,CAAC,IAAI,2BAAa,EAAE;SACrC,cAAc,CAAC,UAAU,CAAC,CAAC,UAAU,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAI,CAAC,MAAM,EAAE,CAAC,WAAW,EAAE,CAAC;SACnF,cAAc,CAAC,kCAAgB,CAAC,OAAO,CAAC;SACxC,aAAa,CAAC,IAAI,CAAC;SACnB,aAAa,CAAC,IAAI,CAAC,CACvB,CAAC;AACN,CAAC"}
|
|
@@ -4,12 +4,15 @@ import { UUID } from '../utils/uuid';
|
|
|
4
4
|
import assert = require('assert');
|
|
5
5
|
import Security from './security';
|
|
6
6
|
import BondSecurity from './BondSecurity';
|
|
7
|
+
import IndexSecurity from './IndexSecurity';
|
|
8
|
+
import MortgageBackedSecurity from './MortgageBackedSecurity';
|
|
7
9
|
|
|
8
10
|
import { DecimalValueProto } from '../../../fintekkers/models/util/decimal_value_pb';
|
|
9
|
-
import { SecurityProto, BondDetailsProto } from '../../../fintekkers/models/security/security_pb';
|
|
11
|
+
import { SecurityProto, BondDetailsProto, IndexDetailsProto } from '../../../fintekkers/models/security/security_pb';
|
|
10
12
|
import { ProductTypeProto } from "../../../fintekkers/models/security/product_type_pb";
|
|
11
13
|
import { CouponFrequencyProto } from '../../../fintekkers/models/security/coupon_frequency_pb';
|
|
12
14
|
import { CouponTypeProto } from '../../../fintekkers/models/security/coupon_type_pb';
|
|
15
|
+
import { IndexTypeProto } from '../../../fintekkers/models/security/index/index_type_pb';
|
|
13
16
|
import { SecurityQuantityTypeProto } from '../../../fintekkers/models/security/security_quantity_type_pb';
|
|
14
17
|
|
|
15
18
|
|
|
@@ -20,7 +23,9 @@ test('test the security wrapper', () => {
|
|
|
20
23
|
function testSerialization(): void {
|
|
21
24
|
const security = dummySecurity();
|
|
22
25
|
|
|
23
|
-
|
|
26
|
+
const maturityDate = security.getMaturityDate();
|
|
27
|
+
assert(maturityDate !== null);
|
|
28
|
+
assert(maturityDate.getFullYear() == 2026);
|
|
24
29
|
}
|
|
25
30
|
|
|
26
31
|
test('equity routes to base Security and isBond() returns false', () => {
|
|
@@ -48,25 +53,68 @@ test('Security.getIssueDate returns null on equity (no throw)', () => {
|
|
|
48
53
|
expect(equity.getIssueDate()).toBeNull();
|
|
49
54
|
});
|
|
50
55
|
|
|
51
|
-
test('BondSecurity.getIssueDate returns
|
|
56
|
+
test('BondSecurity.getIssueDate returns Date on bond', () => {
|
|
52
57
|
const bond = dummyBondSecurity();
|
|
53
58
|
if (!bond.isBond()) throw new Error('test setup: expected bond');
|
|
54
59
|
const issueDate = bond.getIssueDate();
|
|
55
60
|
expect(issueDate).not.toBeNull();
|
|
56
|
-
expect(issueDate
|
|
61
|
+
expect(issueDate).toBeInstanceOf(Date);
|
|
62
|
+
expect(issueDate!.getFullYear()).toBe(2021);
|
|
57
63
|
});
|
|
58
64
|
|
|
59
|
-
test('Security.getMaturityDate
|
|
65
|
+
test('Security.getMaturityDate returns null on equity (no throw)', () => {
|
|
60
66
|
const equity = dummyEquity();
|
|
61
|
-
|
|
62
|
-
// loud error if they don't narrow first. Removal happens in Phase 2.
|
|
63
|
-
expect(() => equity.getMaturityDate()).toThrow('Maturity date is required');
|
|
67
|
+
expect(equity.getMaturityDate()).toBeNull();
|
|
64
68
|
});
|
|
65
69
|
|
|
66
70
|
test('BondSecurity.getMaturityDate works on bond (inherited from Security)', () => {
|
|
67
71
|
const bond = dummyBondSecurity();
|
|
68
72
|
if (!bond.isBond()) throw new Error('test setup: expected bond');
|
|
69
|
-
|
|
73
|
+
const maturityDate = bond.getMaturityDate();
|
|
74
|
+
expect(maturityDate).not.toBeNull();
|
|
75
|
+
expect(maturityDate).toBeInstanceOf(Date);
|
|
76
|
+
expect(maturityDate!.getFullYear()).toBe(2026);
|
|
77
|
+
});
|
|
78
|
+
|
|
79
|
+
test('isMbs(): true on MORTGAGE_BACKED, narrows to MortgageBackedSecurity', () => {
|
|
80
|
+
const mbs = dummyMbs();
|
|
81
|
+
expect(mbs.isMbs()).toBe(true);
|
|
82
|
+
if (mbs.isMbs()) {
|
|
83
|
+
// Inside the narrowed branch TS knows mbs: MortgageBackedSecurity.
|
|
84
|
+
expect(mbs.getPoolNumber()).toBe('FN AS1234');
|
|
85
|
+
}
|
|
86
|
+
// Non-MBS bonds return false.
|
|
87
|
+
expect(dummyBondSecurity().isMbs()).toBe(false);
|
|
88
|
+
expect(dummyEquity().isMbs()).toBe(false);
|
|
89
|
+
});
|
|
90
|
+
|
|
91
|
+
test('isIndex(): true on EQUITY_INDEX / CPI_SERIES, narrows to IndexSecurity', () => {
|
|
92
|
+
const idx = dummyIndex();
|
|
93
|
+
expect(idx.isIndex()).toBe(true);
|
|
94
|
+
if (idx.isIndex()) {
|
|
95
|
+
// Inside the narrowed branch TS knows idx: IndexSecurity.
|
|
96
|
+
expect(idx.getIndexType()).toBe(IndexTypeProto.CPI_U);
|
|
97
|
+
}
|
|
98
|
+
expect(dummyBondSecurity().isIndex()).toBe(false);
|
|
99
|
+
expect(dummyEquity().isIndex()).toBe(false);
|
|
100
|
+
});
|
|
101
|
+
|
|
102
|
+
test('isCash(): runtime predicate, true on CURRENCY only', () => {
|
|
103
|
+
expect(dummyCash().isCash()).toBe(true);
|
|
104
|
+
expect(dummyBondSecurity().isCash()).toBe(false);
|
|
105
|
+
expect(dummyEquity().isCash()).toBe(false);
|
|
106
|
+
});
|
|
107
|
+
|
|
108
|
+
test('isEquity(): runtime predicate, true on STOCK descendants', () => {
|
|
109
|
+
expect(dummyEquity().isEquity()).toBe(true);
|
|
110
|
+
expect(dummyBondSecurity().isEquity()).toBe(false);
|
|
111
|
+
expect(dummyCash().isEquity()).toBe(false);
|
|
112
|
+
});
|
|
113
|
+
|
|
114
|
+
test('isFxSpot(): runtime predicate, true on FX_SPOT only', () => {
|
|
115
|
+
expect(dummyFxSpot().isFxSpot()).toBe(true);
|
|
116
|
+
expect(dummyCash().isFxSpot()).toBe(false);
|
|
117
|
+
expect(dummyEquity().isFxSpot()).toBe(false);
|
|
70
118
|
});
|
|
71
119
|
|
|
72
120
|
function dummySecurity() {
|
|
@@ -110,8 +158,7 @@ function dummyBondSecurity() {
|
|
|
110
158
|
|
|
111
159
|
function dummyEquity() {
|
|
112
160
|
// Equity has no maturity / issue date in the proto, exercising the
|
|
113
|
-
// null-return behavior on
|
|
114
|
-
// behavior on getMaturityDate.
|
|
161
|
+
// null-return behavior on the date accessors.
|
|
115
162
|
return Security.create(new SecurityProto()
|
|
116
163
|
.setObjectClass('Security').setVersion('0.0.1').setUuid(UUID.random().toUUIDProto())
|
|
117
164
|
.setProductType(ProductTypeProto.COMMON_STOCK)
|
|
@@ -121,3 +168,51 @@ function dummyEquity() {
|
|
|
121
168
|
);
|
|
122
169
|
}
|
|
123
170
|
|
|
171
|
+
function dummyMbs() {
|
|
172
|
+
const bond = new BondDetailsProto()
|
|
173
|
+
.setCouponRate(new DecimalValueProto().setArbitraryPrecisionValue('0.04'))
|
|
174
|
+
.setCouponFrequency(CouponFrequencyProto.MONTHLY)
|
|
175
|
+
.setCouponType(CouponTypeProto.FIXED)
|
|
176
|
+
.setFaceValue(new DecimalValueProto().setArbitraryPrecisionValue('250000000'))
|
|
177
|
+
.setIssueDate(new LocalDateProto().setYear(2024).setMonth(1).setDay(1))
|
|
178
|
+
.setMaturityDate(new LocalDateProto().setYear(2054).setMonth(1).setDay(1));
|
|
179
|
+
const proto = new SecurityProto()
|
|
180
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(UUID.random().toUUIDProto())
|
|
181
|
+
.setProductType(ProductTypeProto.MORTGAGE_BACKED)
|
|
182
|
+
.setAssetClass("FixedIncome")
|
|
183
|
+
.setIssuerName("FNMA")
|
|
184
|
+
.setBondDetails(bond);
|
|
185
|
+
// Pool number lives on the mbs_extension sub-message.
|
|
186
|
+
const MbsExtension = require('../../../fintekkers/models/security/security_pb').MbsExtensionProto;
|
|
187
|
+
proto.setMbsExtension(new MbsExtension().setPoolNumber('FN AS1234'));
|
|
188
|
+
return Security.create(proto);
|
|
189
|
+
}
|
|
190
|
+
|
|
191
|
+
function dummyIndex() {
|
|
192
|
+
return Security.create(new SecurityProto()
|
|
193
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(UUID.random().toUUIDProto())
|
|
194
|
+
.setProductType(ProductTypeProto.CPI_SERIES)
|
|
195
|
+
.setAssetClass("Index")
|
|
196
|
+
.setIssuerName("BLS")
|
|
197
|
+
.setIndexDetails(new IndexDetailsProto().setIndexType(IndexTypeProto.CPI_U))
|
|
198
|
+
);
|
|
199
|
+
}
|
|
200
|
+
|
|
201
|
+
function dummyCash() {
|
|
202
|
+
return Security.create(new SecurityProto()
|
|
203
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(UUID.random().toUUIDProto())
|
|
204
|
+
.setProductType(ProductTypeProto.CURRENCY)
|
|
205
|
+
.setAssetClass("Cash")
|
|
206
|
+
.setIssuerName("Federal Reserve")
|
|
207
|
+
);
|
|
208
|
+
}
|
|
209
|
+
|
|
210
|
+
function dummyFxSpot() {
|
|
211
|
+
return Security.create(new SecurityProto()
|
|
212
|
+
.setObjectClass('Security').setVersion('0.0.1').setUuid(UUID.random().toUUIDProto())
|
|
213
|
+
.setProductType(ProductTypeProto.FX_SPOT)
|
|
214
|
+
.setAssetClass("FX")
|
|
215
|
+
.setIssuerName("FX")
|
|
216
|
+
);
|
|
217
|
+
}
|
|
218
|
+
|