@insiderfinance/totalfinance 0.1.0

package/modules/fixed-income/dist/curve-mappers.d.ts

@@ -0,0 +1,57 @@
+/**
+ * The two direct curve mappers between a live {@link YieldCurve} (a behavior object) and core's
+ * `RateCurve` DATA contract (Stage 4.5 Decision 2 — the fixed-income half of Gate B's "domain
+ * mappers" box):
+ *
+ * - {@link yieldCurveFromRateCurve} — stored zero-rate pillars → a live curve. This is the bond
+ *   pricer's former private `buildDiscountCurve` made public and unchanged in behavior: the curve's
+ *   `asOf` must be UTC midnight (fixed-income curves are date-anchored), the pillars are quoted in
+ *   the curve's own `dayCount` / `compounding`, and a stored `interpolation` that conflicts with the
+ *   requested one is refused. The pricer calls this function — one engine.
+ * - {@link rateCurveFromYieldCurve} — a live curve → core `RateCurve` data that drops into
+ *   `MarketSnapshot.observations.curves` and `bondDiscountCurvePricer`. `asOf` is the reference
+ *   date at UTC midnight, `compounding` is `'continuous'` (a `CurvePillar.zero` IS continuous —
+ *   no option, no default), every pillar including the reference-date anchor is emitted, and the
+ *   curve's interpolation is echoed. A curve whose day count core's `RateCurve` cannot state
+ *   (`ACT/ACT`, `30E/360`) refuses with the teaching — widening core's day-count set is a core
+ *   market-data decision, not this mapper's.
+ *
+ * Both are closed single-object requests; the mapped data is proven through core's ONE
+ * `requireRateCurveData` validator, never a second one.
+ */
+import { type RateCurve } from '../../core/dist/index.js';
+import { type CurveExtrapolation, type CurveInterpolation, type YieldCurve } from './curves.js';
+/** The UTC calendar date of a midnight-anchored epoch instant, or the teaching refusal. */
+export declare function utcReferenceDateOf(curve: RateCurve, functionName: string, field: string): string;
+/**
+ * Build a live {@link YieldCurve} from core `RateCurve` data (module header).
+ *
+ * @example
+ * ```ts
+ * const curve = yieldCurveFromRateCurve({
+ *   curve: snapshot.observations.curves['USD.treasury'],
+ *   interpolation: 'logLinearDiscount',
+ *   extrapolation: 'flatForward',
+ * });
+ * curve.discount('2028-06-30');
+ * ```
+ */
+export declare function yieldCurveFromRateCurve(input: {
+    curve: RateCurve;
+    interpolation: CurveInterpolation;
+    extrapolation: CurveExtrapolation;
+}): YieldCurve;
+/**
+ * Project a live {@link YieldCurve} to core `RateCurve` data (module header).
+ *
+ * @example
+ * ```ts
+ * const data = rateCurveFromYieldCurve({ curve: curves.bootstrap(instruments, options), currency: 'USD' });
+ * createMarketSnapshot({ asOf, observations: { curves: { 'USD.ois': data } } });
+ * ```
+ */
+export declare function rateCurveFromYieldCurve(input: {
+    curve: YieldCurve;
+    currency: string;
+}): RateCurve;
+//# sourceMappingURL=curve-mappers.d.ts.map

package/modules/fixed-income/dist/curve-mappers.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"curve-mappers.d.ts","sourceRoot":"","sources":["../src/curve-mappers.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;GAoBG;AAEH,OAAO,EAQL,KAAK,SAAS,EACf,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EAEL,KAAK,kBAAkB,EACvB,KAAK,kBAAkB,EACvB,KAAK,UAAU,EAChB,MAAM,aAAa,CAAC;AAUrB,2FAA2F;AAC3F,wBAAgB,kBAAkB,CAAC,KAAK,EAAE,SAAS,EAAE,YAAY,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,MAAM,CAuBhG;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,uBAAuB,CAAC,KAAK,EAAE;IAC7C,KAAK,EAAE,SAAS,CAAC;IACjB,aAAa,EAAE,kBAAkB,CAAC;IAClC,aAAa,EAAE,kBAAkB,CAAC;CACnC,GAAG,UAAU,CA+Bb;AAED;;;;;;;;GAQG;AACH,wBAAgB,uBAAuB,CAAC,KAAK,EAAE;IAAE,KAAK,EAAE,UAAU,CAAC;IAAC,QAAQ,EAAE,MAAM,CAAA;CAAE,GAAG,SAAS,CAqCjG"}

package/modules/fixed-income/dist/curve-mappers.js

@@ -0,0 +1,131 @@
+/**
+ * The two direct curve mappers between a live {@link YieldCurve} (a behavior object) and core's
+ * `RateCurve` DATA contract (Stage 4.5 Decision 2 — the fixed-income half of Gate B's "domain
+ * mappers" box):
+ *
+ * - {@link yieldCurveFromRateCurve} — stored zero-rate pillars → a live curve. This is the bond
+ *   pricer's former private `buildDiscountCurve` made public and unchanged in behavior: the curve's
+ *   `asOf` must be UTC midnight (fixed-income curves are date-anchored), the pillars are quoted in
+ *   the curve's own `dayCount` / `compounding`, and a stored `interpolation` that conflicts with the
+ *   requested one is refused. The pricer calls this function — one engine.
+ * - {@link rateCurveFromYieldCurve} — a live curve → core `RateCurve` data that drops into
+ *   `MarketSnapshot.observations.curves` and `bondDiscountCurvePricer`. `asOf` is the reference
+ *   date at UTC midnight, `compounding` is `'continuous'` (a `CurvePillar.zero` IS continuous —
+ *   no option, no default), every pillar including the reference-date anchor is emitted, and the
+ *   curve's interpolation is echoed. A curve whose day count core's `RateCurve` cannot state
+ *   (`ACT/ACT`, `30E/360`) refuses with the teaching — widening core's day-count set is a core
+ *   market-data decision, not this mapper's.
+ *
+ * Both are closed single-object requests; the mapped data is proven through core's ONE
+ * `requireRateCurveData` validator, never a second one.
+ */
+import { ErrorCode, InputError, ensureEnum, ensureKnownKeys, isoDateToEpochMs, requireArgumentObject, requireRateCurveData, } from '../../core/dist/index.js';
+import { curves, } from './curves.js';
+import { CURVE_EXTRAPOLATIONS, CURVE_INTERPOLATIONS, requireBuiltYieldCurve, } from './curve-data.js';
+/** The day counts core's `RateCurve` can state — the mapper refuses the fixed-income-only ones by name. */
+const RATE_CURVE_DAY_COUNTS = ['ACT/365F', 'ACT/360', '30/360'];
+/** The UTC calendar date of a midnight-anchored epoch instant, or the teaching refusal. */
+export function utcReferenceDateOf(curve, functionName, field) {
+    let instant;
+    try {
+        instant = new Date(curve.asOf);
+        if (!Number.isFinite(instant.getTime()))
+            throw new RangeError('invalid date');
+    }
+    catch (cause) {
+        throw new InputError(`${functionName}: ${field}.asOf must be a valid epoch millisecond.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { function: functionName, field: `${field}.asOf` },
+            cause,
+        });
+    }
+    const iso = instant.toISOString();
+    if (!iso.endsWith('T00:00:00.000Z')) {
+        throw new InputError(`${functionName}: ${field}.asOf must be UTC midnight because fixed-income curves use a date-valued reference point. Received ${iso}.`, {
+            code: ErrorCode.InputOutOfRange,
+            context: { function: functionName, field: `${field}.asOf`, asOf: curve.asOf },
+        });
+    }
+    return iso.slice(0, 10);
+}
+/**
+ * Build a live {@link YieldCurve} from core `RateCurve` data (module header).
+ *
+ * @example
+ * ```ts
+ * const curve = yieldCurveFromRateCurve({
+ *   curve: snapshot.observations.curves['USD.treasury'],
+ *   interpolation: 'logLinearDiscount',
+ *   extrapolation: 'flatForward',
+ * });
+ * curve.discount('2028-06-30');
+ * ```
+ */
+export function yieldCurveFromRateCurve(input) {
+    const functionName = 'yieldCurveFromRateCurve';
+    requireArgumentObject(functionName, 'input', input);
+    ensureKnownKeys(functionName, 'input', input, ['curve', 'interpolation', 'extrapolation']);
+    ensureEnum(input.interpolation, CURVE_INTERPOLATIONS, 'interpolation', functionName);
+    ensureEnum(input.extrapolation, CURVE_EXTRAPOLATIONS, 'extrapolation', functionName);
+    const observed = requireRateCurveData(functionName, 'input.curve', input.curve);
+    if (observed.interpolation !== undefined && observed.interpolation !== input.interpolation) {
+        throw new InputError(`${functionName}: input.curve.interpolation ${JSON.stringify(observed.interpolation)} conflicts with the requested ${JSON.stringify(input.interpolation)} policy — a stored curve states its own interpolation; request the same one or drop the stored field.`, {
+            code: ErrorCode.InputInvalidEnum,
+            context: {
+                function: functionName,
+                observedInterpolation: observed.interpolation,
+                requestedInterpolation: input.interpolation,
+            },
+        });
+    }
+    const referenceDate = utcReferenceDateOf(observed, functionName, 'input.curve');
+    return curves.fromZeroRates(observed.points.map((point) => [point.date, point.zeroRate]), {
+        referenceDate,
+        dayCount: observed.dayCount,
+        compounding: observed.compounding,
+        interpolation: input.interpolation,
+        extrapolation: input.extrapolation,
+    });
+}
+/**
+ * Project a live {@link YieldCurve} to core `RateCurve` data (module header).
+ *
+ * @example
+ * ```ts
+ * const data = rateCurveFromYieldCurve({ curve: curves.bootstrap(instruments, options), currency: 'USD' });
+ * createMarketSnapshot({ asOf, observations: { curves: { 'USD.ois': data } } });
+ * ```
+ */
+export function rateCurveFromYieldCurve(input) {
+    const functionName = 'rateCurveFromYieldCurve';
+    requireArgumentObject(functionName, 'input', input);
+    ensureKnownKeys(functionName, 'input', input, ['curve', 'currency']);
+    const curve = requireBuiltYieldCurve(functionName, 'input.curve', input.curve);
+    if (typeof input.currency !== 'string' || input.currency.length === 0) {
+        throw new InputError(`${functionName}: input.currency must be the curve's currency code (e.g. 'USD') — a stored curve without a currency is a number without a unit.`, {
+            code: ErrorCode.InputWrongType,
+            context: { function: functionName, field: 'input.currency' },
+        });
+    }
+    if (!RATE_CURVE_DAY_COUNTS.includes(curve.dayCount)) {
+        throw new InputError(`${functionName}: the curve's day count ${JSON.stringify(curve.dayCount)} cannot be stated by core's RateCurve, which accepts ${RATE_CURVE_DAY_COUNTS.join(', ')} — rebuild the curve under one of those day counts to store it as market data.`, {
+            code: ErrorCode.InputInvalidEnum,
+            context: {
+                function: functionName,
+                field: 'input.curve.dayCount',
+                dayCount: curve.dayCount,
+            },
+        });
+    }
+    const data = {
+        currency: input.currency,
+        asOf: isoDateToEpochMs(curve.referenceDate),
+        dayCount: curve.dayCount,
+        compounding: 'continuous',
+        points: curve.pillars.map((pillar) => ({ date: pillar.date, zeroRate: pillar.zero })),
+        interpolation: curve.interpolation,
+    };
+    // The mapped data is proven through core's ONE validator before it leaves this door.
+    return requireRateCurveData(functionName, 'curve', data);
+}
+//# sourceMappingURL=curve-mappers.js.map

package/modules/fixed-income/dist/curve-mappers.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"curve-mappers.js","sourceRoot":"","sources":["../src/curve-mappers.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;GAoBG;AAEH,OAAO,EACL,SAAS,EACT,UAAU,EACV,UAAU,EACV,eAAe,EACf,gBAAgB,EAChB,qBAAqB,EACrB,oBAAoB,GAErB,MAAM,0BAAoB,CAAC;AAC5B,OAAO,EACL,MAAM,GAIP,MAAM,aAAa,CAAC;AACrB,OAAO,EACL,oBAAoB,EACpB,oBAAoB,EACpB,sBAAsB,GACvB,MAAM,iBAAiB,CAAC;AAEzB,2GAA2G;AAC3G,MAAM,qBAAqB,GAAG,CAAC,UAAU,EAAE,SAAS,EAAE,QAAQ,CAAU,CAAC;AAEzE,2FAA2F;AAC3F,MAAM,UAAU,kBAAkB,CAAC,KAAgB,EAAE,YAAoB,EAAE,KAAa;IACtF,IAAI,OAAa,CAAC;IAClB,IAAI,CAAC;QACH,OAAO,GAAG,IAAI,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC;QAC/B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,OAAO,EAAE,CAAC;YAAE,MAAM,IAAI,UAAU,CAAC,cAAc,CAAC,CAAC;IAChF,CAAC;IAAC,OAAO,KAAK,EAAE,CAAC;QACf,MAAM,IAAI,UAAU,CAAC,GAAG,YAAY,KAAK,KAAK,0CAA0C,EAAE;YACxF,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,GAAG,KAAK,OAAO,EAAE;YAC3D,KAAK;SACN,CAAC,CAAC;IACL,CAAC;IACD,MAAM,GAAG,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IAClC,IAAI,CAAC,GAAG,CAAC,QAAQ,CAAC,gBAAgB,CAAC,EAAE,CAAC;QACpC,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,KAAK,KAAK,sGAAsG,GAAG,GAAG,EACrI;YACE,IAAI,EAAE,SAAS,CAAC,eAAe;YAC/B,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,GAAG,KAAK,OAAO,EAAE,IAAI,EAAE,KAAK,CAAC,IAAI,EAAE;SAC9E,CACF,CAAC;IACJ,CAAC;IACD,OAAO,GAAG,CAAC,KAAK,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;AAC1B,CAAC;AAED;;;;;;;;;;;;GAYG;AACH,MAAM,UAAU,uBAAuB,CAAC,KAIvC;IACC,MAAM,YAAY,GAAG,yBAAyB,CAAC;IAC/C,qBAAqB,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACpD,eAAe,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,OAAO,EAAE,eAAe,EAAE,eAAe,CAAC,CAAC,CAAC;IAC3F,UAAU,CAAC,KAAK,CAAC,aAAa,EAAE,oBAAoB,EAAE,eAAe,EAAE,YAAY,CAAC,CAAC;IACrF,UAAU,CAAC,KAAK,CAAC,aAAa,EAAE,oBAAoB,EAAE,eAAe,EAAE,YAAY,CAAC,CAAC;IACrF,MAAM,QAAQ,GAAG,oBAAoB,CAAC,YAAY,EAAE,aAAa,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC;IAChF,IAAI,QAAQ,CAAC,aAAa,KAAK,SAAS,IAAI,QAAQ,CAAC,aAAa,KAAK,KAAK,CAAC,aAAa,EAAE,CAAC;QAC3F,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,+BAA+B,IAAI,CAAC,SAAS,CAAC,QAAQ,CAAC,aAAa,CAAC,iCAAiC,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,aAAa,CAAC,uGAAuG,EAC/P;YACE,IAAI,EAAE,SAAS,CAAC,gBAAgB;YAChC,OAAO,EAAE;gBACP,QAAQ,EAAE,YAAY;gBACtB,qBAAqB,EAAE,QAAQ,CAAC,aAAa;gBAC7C,sBAAsB,EAAE,KAAK,CAAC,aAAa;aAC5C;SACF,CACF,CAAC;IACJ,CAAC;IACD,MAAM,aAAa,GAAG,kBAAkB,CAAC,QAAQ,EAAE,YAAY,EAAE,aAAa,CAAC,CAAC;IAChF,OAAO,MAAM,CAAC,aAAa,CACzB,QAAQ,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,IAAI,EAAE,KAAK,CAAC,QAAQ,CAAU,CAAC,EACrE;QACE,aAAa;QACb,QAAQ,EAAE,QAAQ,CAAC,QAAQ;QAC3B,WAAW,EAAE,QAAQ,CAAC,WAAW;QACjC,aAAa,EAAE,KAAK,CAAC,aAAa;QAClC,aAAa,EAAE,KAAK,CAAC,aAAa;KACnC,CACF,CAAC;AACJ,CAAC;AAED;;;;;;;;GAQG;AACH,MAAM,UAAU,uBAAuB,CAAC,KAA8C;IACpF,MAAM,YAAY,GAAG,yBAAyB,CAAC;IAC/C,qBAAqB,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,CAAC,CAAC;IACpD,eAAe,CAAC,YAAY,EAAE,OAAO,EAAE,KAAK,EAAE,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC,CAAC;IACrE,MAAM,KAAK,GAAG,sBAAsB,CAAC,YAAY,EAAE,aAAa,EAAE,KAAK,CAAC,KAAK,CAAC,CAAC;IAC/E,IAAI,OAAO,KAAK,CAAC,QAAQ,KAAK,QAAQ,IAAI,KAAK,CAAC,QAAQ,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;QACtE,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,iIAAiI,EAChJ;YACE,IAAI,EAAE,SAAS,CAAC,cAAc;YAC9B,OAAO,EAAE,EAAE,QAAQ,EAAE,YAAY,EAAE,KAAK,EAAE,gBAAgB,EAAE;SAC7D,CACF,CAAC;IACJ,CAAC;IACD,IAAI,CAAE,qBAA2C,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC3E,MAAM,IAAI,UAAU,CAClB,GAAG,YAAY,2BAA2B,IAAI,CAAC,SAAS,CAAC,KAAK,CAAC,QAAQ,CAAC,wDAAwD,qBAAqB,CAAC,IAAI,CAAC,IAAI,CAAC,gFAAgF,EAChP;YACE,IAAI,EAAE,SAAS,CAAC,gBAAgB;YAChC,OAAO,EAAE;gBACP,QAAQ,EAAE,YAAY;gBACtB,KAAK,EAAE,sBAAsB;gBAC7B,QAAQ,EAAE,KAAK,CAAC,QAAQ;aACzB;SACF,CACF,CAAC;IACJ,CAAC;IACD,MAAM,IAAI,GAAc;QACtB,QAAQ,EAAE,KAAK,CAAC,QAAQ;QACxB,IAAI,EAAE,gBAAgB,CAAC,KAAK,CAAC,aAAa,CAAC;QAC3C,QAAQ,EAAE,KAAK,CAAC,QAAiC;QACjD,WAAW,EAAE,YAAY;QACzB,MAAM,EAAE,KAAK,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,EAAE,IAAI,EAAE,MAAM,CAAC,IAAI,EAAE,QAAQ,EAAE,MAAM,CAAC,IAAI,EAAE,CAAC,CAAC;QACrF,aAAa,EAAE,KAAK,CAAC,aAAa;KACnC,CAAC;IACF,qFAAqF;IACrF,OAAO,oBAAoB,CAAC,YAAY,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;AAC3D,CAAC"}

package/modules/fixed-income/dist/curve-state.d.ts

@@ -0,0 +1,47 @@
+/**
+ * Internal (not an entrypoint): the build state behind every `YieldCurve` this package constructs,
+ * keyed to the curve object, and the way back — the exact restore the artifact layer needs
+ * (Stage 4.5 Decision 2). Lives outside `curves.ts` on purpose: `./curves` is a public entrypoint
+ * mapped straight onto that module, so anything it exports is API; the state is not.
+ *
+ * `curves.ts` records each built curve here and registers its builder at load; `curve-data.ts`
+ * reads the state to store a curve and rebuilds through the registered builder to restore one.
+ */
+import type { CurveExtrapolation, CurveInterpolation, YieldCurve } from './curves.js';
+import type { FixedIncomeDayCount } from './conventions.js';
+/** The canonical state a yield curve is built from: continuous zeros at pillar times. */
+export interface YieldCurveState {
+    referenceDate: string;
+    dayCount: FixedIncomeDayCount;
+    interpolation: CurveInterpolation;
+    extrapolation: CurveExtrapolation;
+    ts: number[];
+    zeros: number[];
+    /**
+     * Original input pillar dates aligned to `ts`, present when the curve was built from dated
+     * points. Pillars keep these EXACT strings: reconstructing a date from a year fraction drifts
+     * by days under non-365 day counts (`ACT/360`, `30/360`), so key-rate-duration reports would
+     * label pillars with dates the caller never supplied. Absent (e.g. `curves.flat`) ⇒ the date is
+     * reconstructed under the curve's actual day count.
+     */
+    dates?: ReadonlyArray<string | undefined>;
+    /**
+     * Whether a pillar AT the reference date (t = 0) carries a zero the caller actually quoted.
+     *
+     * `fromZeroRates` is given one; `fromDiscountFactors` (and therefore every bootstrap) is not —
+     * its origin pillar is the `DF = 1` anchor, and `−ln(1)/0` is indeterminate, so it stores 0 as a
+     * placeholder. The two cases produce IDENTICAL discount functions but must answer
+     * `zeroRate(referenceDate)` differently: echo the datum when there is one, take the first
+     * segment's t→0⁺ limit when there is not.
+     */
+    originZeroKnown?: boolean;
+}
+/** Called by the curve builder for every curve it returns. */
+export declare function recordCurveState(curve: YieldCurve, state: YieldCurveState): void;
+/** Called once by `curves.ts` at load, so the restore can rebuild without a module cycle. */
+export declare function registerCurveBuilder(build: (state: YieldCurveState) => YieldCurve): void;
+/** The state a curve was built from, when this package built it. */
+export declare function yieldCurveStateOf(curve: YieldCurve): Readonly<YieldCurveState> | undefined;
+/** Rebuild a curve from stored state — the exact inverse of {@link yieldCurveStateOf}. */
+export declare function buildYieldCurveFromState(state: YieldCurveState): YieldCurve;
+//# sourceMappingURL=curve-state.d.ts.map

package/modules/fixed-income/dist/curve-state.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"curve-state.d.ts","sourceRoot":"","sources":["../src/curve-state.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,KAAK,EAAE,kBAAkB,EAAE,kBAAkB,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACtF,OAAO,KAAK,EAAE,mBAAmB,EAAE,MAAM,kBAAkB,CAAC;AAE5D,yFAAyF;AACzF,MAAM,WAAW,eAAe;IAC9B,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,mBAAmB,CAAC;IAC9B,aAAa,EAAE,kBAAkB,CAAC;IAClC,aAAa,EAAE,kBAAkB,CAAC;IAClC,EAAE,EAAE,MAAM,EAAE,CAAC;IACb,KAAK,EAAE,MAAM,EAAE,CAAC;IAChB;;;;;;OAMG;IACH,KAAK,CAAC,EAAE,aAAa,CAAC,MAAM,GAAG,SAAS,CAAC,CAAC;IAC1C;;;;;;;;OAQG;IACH,eAAe,CAAC,EAAE,OAAO,CAAC;CAC3B;AAKD,8DAA8D;AAC9D,wBAAgB,gBAAgB,CAAC,KAAK,EAAE,UAAU,EAAE,KAAK,EAAE,eAAe,GAAG,IAAI,CAEhF;AAED,6FAA6F;AAC7F,wBAAgB,oBAAoB,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,eAAe,KAAK,UAAU,GAAG,IAAI,CAExF;AAED,oEAAoE;AACpE,wBAAgB,iBAAiB,CAAC,KAAK,EAAE,UAAU,GAAG,QAAQ,CAAC,eAAe,CAAC,GAAG,SAAS,CAE1F;AAED,0FAA0F;AAC1F,wBAAgB,wBAAwB,CAAC,KAAK,EAAE,eAAe,GAAG,UAAU,CAS3E"}

package/modules/fixed-income/dist/curve-state.js

@@ -0,0 +1,33 @@
+/**
+ * Internal (not an entrypoint): the build state behind every `YieldCurve` this package constructs,
+ * keyed to the curve object, and the way back — the exact restore the artifact layer needs
+ * (Stage 4.5 Decision 2). Lives outside `curves.ts` on purpose: `./curves` is a public entrypoint
+ * mapped straight onto that module, so anything it exports is API; the state is not.
+ *
+ * `curves.ts` records each built curve here and registers its builder at load; `curve-data.ts`
+ * reads the state to store a curve and rebuilds through the registered builder to restore one.
+ */
+const CURVE_STATES = new WeakMap();
+let builder;
+/** Called by the curve builder for every curve it returns. */
+export function recordCurveState(curve, state) {
+    CURVE_STATES.set(curve, state);
+}
+/** Called once by `curves.ts` at load, so the restore can rebuild without a module cycle. */
+export function registerCurveBuilder(build) {
+    builder = build;
+}
+/** The state a curve was built from, when this package built it. */
+export function yieldCurveStateOf(curve) {
+    return CURVE_STATES.get(curve);
+}
+/** Rebuild a curve from stored state — the exact inverse of {@link yieldCurveStateOf}. */
+export function buildYieldCurveFromState(state) {
+    if (builder === undefined) {
+        // Unreachable through any public entrypoint (every importer of the artifact layer loads
+        // `curves.ts` first); kept as a plain error so a broken build graph fails loudly, not silently.
+        throw new Error('curve-state: the curve builder is not registered — `curves.ts` was not loaded.');
+    }
+    return builder({ ...state, ts: state.ts.slice(), zeros: state.zeros.slice() });
+}
+//# sourceMappingURL=curve-state.js.map

package/modules/fixed-income/dist/curve-state.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"curve-state.js","sourceRoot":"","sources":["../src/curve-state.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAiCH,MAAM,YAAY,GAAG,IAAI,OAAO,EAA+B,CAAC;AAChE,IAAI,OAA6D,CAAC;AAElE,8DAA8D;AAC9D,MAAM,UAAU,gBAAgB,CAAC,KAAiB,EAAE,KAAsB;IACxE,YAAY,CAAC,GAAG,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;AACjC,CAAC;AAED,6FAA6F;AAC7F,MAAM,UAAU,oBAAoB,CAAC,KAA6C;IAChF,OAAO,GAAG,KAAK,CAAC;AAClB,CAAC;AAED,oEAAoE;AACpE,MAAM,UAAU,iBAAiB,CAAC,KAAiB;IACjD,OAAO,YAAY,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;AACjC,CAAC;AAED,0FAA0F;AAC1F,MAAM,UAAU,wBAAwB,CAAC,KAAsB;IAC7D,IAAI,OAAO,KAAK,SAAS,EAAE,CAAC;QAC1B,wFAAwF;QACxF,gGAAgG;QAChG,MAAM,IAAI,KAAK,CACb,gFAAgF,CACjF,CAAC;IACJ,CAAC;IACD,OAAO,OAAO,CAAC,EAAE,GAAG,KAAK,EAAE,EAAE,EAAE,KAAK,CAAC,EAAE,CAAC,KAAK,EAAE,EAAE,KAAK,EAAE,KAAK,CAAC,KAAK,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;AACjF,CAAC"}

package/modules/fixed-income/dist/curves.d.ts

@@ -0,0 +1,198 @@
+/**
+ * Yield curves (spec §14.2): discount, zero, and forward curves built from pillar quotes, with
+ * pluggable interpolation/extrapolation, parallel and key-rate shocks for curve risk, and a
+ * multi-curve-ready design (discount vs. forecast curves are just two `YieldCurve`s the rates layer
+ * combines — see `rates.ts`).
+ *
+ * The canonical internal state is **continuously-compounded zero rates at pillar times** measured
+ * from the curve's reference date under its day count; discount factors, forward rates, and any other
+ * quoting convention are derived from those. All inputs are validated and bad data throws (design law:
+ * no silent degradation).
+ */
+import { type InterestCompounding } from '../../core/dist/index.js';
+import { type FixedIncomeDayCount, type Frequency } from './conventions.js';
+/** How zero rates are quoted/converted at the API boundary (internal storage is always continuous). */
+/** Interpolation policy across pillars. */
+export type CurveInterpolation = 'logLinearDiscount' | 'linearZero' | 'linearDiscount' | 'cubicZero' | 'pchipZero';
+/** What to do outside the pillar range. */
+export type CurveExtrapolation = 'flatForward' | 'flatZero' | 'throw';
+/** A resolved pillar: its date, year fraction from the reference date, continuous zero, and discount. */
+export interface CurvePillar {
+    date: string;
+    tenorYears: number;
+    zero: number;
+    discount: number;
+}
+export interface CurveOptions {
+    /** Valuation/reference date (t = 0). Defaults to the first pillar date. */
+    referenceDate?: string;
+    /** Day count mapping dates → year fractions. Default `ACT/365F`. */
+    dayCount?: FixedIncomeDayCount;
+    interpolation?: CurveInterpolation;
+    extrapolation?: CurveExtrapolation;
+    /** Compounding the *input* zero rates are quoted in (zero-rate builder only). Default continuous. */
+    compounding?: InterestCompounding;
+}
+/** A discount/zero/forward curve. Immutable; shocks return new curves. */
+export interface YieldCurve {
+    readonly referenceDate: string;
+    readonly dayCount: FixedIncomeDayCount;
+    readonly interpolation: CurveInterpolation;
+    readonly extrapolation: CurveExtrapolation;
+    readonly pillars: readonly CurvePillar[];
+    /** Year fraction from the reference date to a date (or pass a number through unchanged). */
+    timeTo(at: string | number): number;
+    /** Discount factor to a date or year fraction. */
+    discount(at: string | number): number;
+    /** Zero rate to a date or year fraction, in the requested compounding (default continuous). */
+    zeroRate(at: string | number, compounding?: InterestCompounding): number;
+    /** Simple (money-market) forward rate between two times/dates under `dayCount`. */
+    forwardRate(from: string | number, to: string | number, dayCount?: FixedIncomeDayCount): number;
+    /** Instantaneous (continuously-compounded) forward rate at a time/date. */
+    instantaneousForward(at: string | number): number;
+    /** Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). */
+    shift(delta: number): YieldCurve;
+    /** Bump a single pillar's continuous zero by `delta` (key-rate risk). */
+    bumpPillar(index: number, delta: number): YieldCurve;
+    /**
+     * Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently
+     * discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's
+     * shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a
+     * sector/rating spread) while keeping curve construction out of leaf entrypoints.
+     */
+    addSpread(spread: YieldCurve): YieldCurve;
+}
+/** Discount factor implied by a zero rate quoted in `compounding` over time `t`. */
+declare function discountFromZero(zero: number, years: number, compounding: InterestCompounding): number;
+/** Zero rate (in `compounding`) implied by a discount factor over time `t`. */
+declare function zeroFromDiscount(discountFactor: number, years: number, compounding: InterestCompounding): number;
+/** Build a curve from `(date, zeroRate)` pillars quoted in `options.compounding` (default continuous). */
+declare function fromZeroRates(points: ReadonlyArray<readonly [string, number]>, options?: CurveOptions): YieldCurve;
+/** Build a curve from `(date, discountFactor)` pillars. */
+declare function fromDiscountFactors(points: ReadonlyArray<readonly [string, number]>, options?: CurveOptions): YieldCurve;
+/** One cohesive request for a flat continuously compounded zero curve. */
+export interface FlatCurveInput {
+    rate: number;
+    referenceDate: string;
+    options?: Omit<CurveOptions, 'referenceDate'>;
+}
+/** Build a flat curve at a single continuous zero rate (handy as a default/forecast stand-in). */
+declare function flat(input: FlatCurveInput): YieldCurve;
+/** A money-market deposit: simple rate accruing to `maturity`. */
+export interface DepositInstrument {
+    type: 'deposit';
+    maturity: string;
+    rate: number;
+    /** Default `ACT/360`. */
+    dayCount?: FixedIncomeDayCount;
+}
+/** A forward rate agreement fixing `rate` over `[start, end]`. */
+export interface FraInstrument {
+    type: 'fra';
+    start: string;
+    end: string;
+    rate: number;
+    /** Default `ACT/360`. */
+    dayCount?: FixedIncomeDayCount;
+}
+/** A rate future quoted as `price = 100·(1 − impliedRate)` over `[start, end]`. */
+export interface FutureInstrument {
+    type: 'future';
+    start: string;
+    end: string;
+    price: number;
+    /** Forward = (100 − price)/100 − convexityAdjustment. Supplied by the caller; default 0 (none). */
+    convexityAdjustment?: number;
+    /** Default `ACT/360`. */
+    dayCount?: FixedIncomeDayCount;
+}
+/** A par swap or OIS: the fixed leg pays `rate` at `fixedFrequency`; single-curve par condition. */
+export interface SwapInstrument {
+    type: 'swap' | 'ois';
+    maturity: string;
+    rate: number;
+    /** Fixed-leg frequency. Default annual for `ois`, semiannual for `swap`. */
+    fixedFrequency?: Frequency;
+    /** Fixed-leg accrual day count. Default `30/360`. */
+    fixedDayCount?: FixedIncomeDayCount;
+    /**
+     * Floating-leg frequency. Used by BOTH bootstraps: each now sums the floating leg explicitly, so
+     * that a bootstrapped curve reprices its input swaps under `swapValue` (the single-curve
+     * bootstrap used to telescope the leg to `1 − DF(T)` and ignore this field, which is exact only
+     * while no payment date rolls to a business day). Default `quarterly`.
+     */
+    floatFrequency?: Frequency;
+    /** Floating-leg day count. Default `ACT/360`. */
+    floatDayCount?: FixedIncomeDayCount;
+}
+export type BootstrapInstrument = DepositInstrument | FraInstrument | FutureInstrument | SwapInstrument;
+export interface BootstrapOptions {
+    /** Curve reference/settlement date (t = 0). */
+    referenceDate: string;
+    /** Curve day count (default `ACT/365F`). */
+    dayCount?: FixedIncomeDayCount;
+    interpolation?: CurveInterpolation;
+    extrapolation?: CurveExtrapolation;
+}
+/** Options for {@link bootstrapProjection}: {@link BootstrapOptions} plus the OIS discount curve. */
+export interface ProjectionBootstrapOptions extends BootstrapOptions {
+    /**
+     * The (OIS) discount curve. Each par swap discounts its legs on THIS curve while its floating
+     * forwards project off the curve being built — the post-2008 dual-curve convention. Build it first
+     * with {@link bootstrap} (self-discounting OIS), then pass it here.
+     */
+    discountCurve: YieldCurve;
+}
+/** Options for {@link bootstrapMultiCurve}: the OIS + projection instrument sets share one build config. */
+export interface MultiCurveBootstrapOptions extends BootstrapOptions {
+    /** Instruments defining the OIS discount curve (self-discounting). */
+    ois: BootstrapInstrument[];
+    /** Instruments defining the index projection curve (discounted on the OIS curve). */
+    projection: BootstrapInstrument[];
+}
+/**
+ * A dual-curve set (spec §14.2): an OIS `discountCurve` and an index `forecastCurve`. Its shape is
+ * exactly the `SwapCurves` every swap analytic (`swapValue`, `swaptionPrice`, `capFloorPrice`,
+ * `cmsConvexityAdjustment`) already consumes, so a bootstrapped set drops straight in.
+ */
+export interface MultiCurve {
+    discountCurve: YieldCurve;
+    forecastCurve: YieldCurve;
+}
+declare function bootstrap(instruments: BootstrapInstrument[], options: BootstrapOptions): YieldCurve;
+/**
+ * Bootstrap an index PROJECTION (forward) curve under multi-curve, OIS-discounted conventions (spec
+ * §14.2 — the post-2008 dual-curve framework). Deposits/FRAs/futures pin the projection curve exactly
+ * as in {@link bootstrap} (they define forwards, independent of discounting), but each par swap/OIS is
+ * discounted on the supplied `discountCurve` rather than self-discounting: the fixed leg is
+ * `rate · Σ τᵢ·D(tᵢ)` and the floating leg `Σ (Fⱼ)·τⱼ·D(tⱼ)` with forwards `Fⱼ` read off the curve
+ * being built and discount factors `D` from the OIS curve — solved for the terminal projection
+ * discount factor. The result plugs into `swapValue`/`swaptionPrice`/`capFloorPrice` as the
+ * `forecastCurve` alongside the OIS `discountCurve`.
+ */
+declare function bootstrapProjection(instruments: BootstrapInstrument[], options: ProjectionBootstrapOptions): YieldCurve;
+/**
+ * Build a complete multi-curve (dual-curve) set in one call (spec §14.2): bootstrap the OIS discount
+ * curve from `ois` instruments (self-discounting), then the index projection curve from `projection`
+ * instruments discounted on it. Returns a `{ discountCurve, forecastCurve }` ready for every swap
+ * analytic — no manual two-step wiring.
+ */
+declare function bootstrapMultiCurve(options: MultiCurveBootstrapOptions): MultiCurve;
+/**
+ * Curve constructors (spec §14.2). Every builder returns an immutable {@link YieldCurve} whose
+ * discount factors, zero rates, and forwards are mutually consistent.
+ */
+export declare const curves: {
+    fromZeroRates: typeof fromZeroRates;
+    fromDiscountFactors: typeof fromDiscountFactors;
+    flat: typeof flat;
+    bootstrap: typeof bootstrap;
+    /** Dual-curve (OIS-discounted) projection-curve bootstrap. */
+    bootstrapProjection: typeof bootstrapProjection;
+    /** One-call dual-curve set: OIS discount + index projection → `{ discountCurve, forecastCurve }`. */
+    bootstrapMultiCurve: typeof bootstrapMultiCurve;
+    /** Build a curve from discount-factor pillars. */
+    discountFactor: typeof fromDiscountFactors;
+};
+export { discountFromZero, zeroFromDiscount };
+//# sourceMappingURL=curves.d.ts.map

package/modules/fixed-income/dist/curves.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"curves.d.ts","sourceRoot":"","sources":["../src/curves.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EACL,KAAK,mBAAmB,EAQzB,MAAM,0BAAoB,CAAC;AAI5B,OAAO,EACL,KAAK,mBAAmB,EACxB,KAAK,SAAS,EAIf,MAAM,kBAAkB,CAAC;AAE1B,uGAAuG;AAIvG,2CAA2C;AAC3C,MAAM,MAAM,kBAAkB,GAC1B,mBAAmB,GACnB,YAAY,GACZ,gBAAgB,GAChB,WAAW,GACX,WAAW,CAAC;AAEhB,2CAA2C;AAC3C,MAAM,MAAM,kBAAkB,GAAG,aAAa,GAAG,UAAU,GAAG,OAAO,CAAC;AAEtE,yGAAyG;AACzG,MAAM,WAAW,WAAW;IAC1B,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,MAAM,CAAC;IACb,QAAQ,EAAE,MAAM,CAAC;CAClB;AAED,MAAM,WAAW,YAAY;IAC3B,2EAA2E;IAC3E,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,oEAAoE;IACpE,QAAQ,CAAC,EAAE,mBAAmB,CAAC;IAC/B,aAAa,CAAC,EAAE,kBAAkB,CAAC;IACnC,aAAa,CAAC,EAAE,kBAAkB,CAAC;IACnC,qGAAqG;IACrG,WAAW,CAAC,EAAE,mBAAmB,CAAC;CACnC;AAaD,0EAA0E;AAC1E,MAAM,WAAW,UAAU;IACzB,QAAQ,CAAC,aAAa,EAAE,MAAM,CAAC;IAC/B,QAAQ,CAAC,QAAQ,EAAE,mBAAmB,CAAC;IACvC,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC;IAC3C,QAAQ,CAAC,aAAa,EAAE,kBAAkB,CAAC;IAC3C,QAAQ,CAAC,OAAO,EAAE,SAAS,WAAW,EAAE,CAAC;IACzC,4FAA4F;IAC5F,MAAM,CAAC,EAAE,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAAC;IACpC,kDAAkD;IAClD,QAAQ,CAAC,EAAE,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAAC;IACtC,+FAA+F;IAC/F,QAAQ,CAAC,EAAE,EAAE,MAAM,GAAG,MAAM,EAAE,WAAW,CAAC,EAAE,mBAAmB,GAAG,MAAM,CAAC;IACzE,mFAAmF;IACnF,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,MAAM,EAAE,QAAQ,CAAC,EAAE,mBAAmB,GAAG,MAAM,CAAC;IAChG,2EAA2E;IAC3E,oBAAoB,CAAC,EAAE,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAAC;IAClD,yFAAyF;IACzF,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,UAAU,CAAC;IACjC,yEAAyE;IACzE,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,UAAU,CAAC;IACrD;;;;;OAKG;IACH,SAAS,CAAC,MAAM,EAAE,UAAU,GAAG,UAAU,CAAC;CAC3C;AAgDD,oFAAoF;AACpF,iBAAS,gBAAgB,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,EAAE,WAAW,EAAE,mBAAmB,GAAG,MAAM,CAM/F;AAED,+EAA+E;AAC/E,iBAAS,gBAAgB,CACvB,cAAc,EAAE,MAAM,EACtB,KAAK,EAAE,MAAM,EACb,WAAW,EAAE,mBAAmB,GAC/B,MAAM,CAKR;AA2ZD,0GAA0G;AAC1G,iBAAS,aAAa,CACpB,MAAM,EAAE,aAAa,CAAC,SAAS,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EAChD,OAAO,GAAE,YAAiB,GACzB,UAAU,CAkDZ;AAED,2DAA2D;AAC3D,iBAAS,mBAAmB,CAC1B,MAAM,EAAE,aAAa,CAAC,SAAS,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EAChD,OAAO,GAAE,YAAiB,GACzB,UAAU,CA6BZ;AAKD,0EAA0E;AAC1E,MAAM,WAAW,cAAc;IAC7B,IAAI,EAAE,MAAM,CAAC;IACb,aAAa,EAAE,MAAM,CAAC;IACtB,OAAO,CAAC,EAAE,IAAI,CAAC,YAAY,EAAE,eAAe,CAAC,CAAC;CAC/C;AAED,kGAAkG;AAClG,iBAAS,IAAI,CAAC,KAAK,EAAE,cAAc,GAAG,UAAU,CAuB/C;AAMD,kEAAkE;AAClE,MAAM,WAAW,iBAAiB;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,MAAM,CAAC;IACb,yBAAyB;IACzB,QAAQ,CAAC,EAAE,mBAAmB,CAAC;CAChC;AAED,kEAAkE;AAClE,MAAM,WAAW,aAAa;IAC5B,IAAI,EAAE,KAAK,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,MAAM,CAAC;IACb,yBAAyB;IACzB,QAAQ,CAAC,EAAE,mBAAmB,CAAC;CAChC;AAED,mFAAmF;AACnF,MAAM,WAAW,gBAAgB;IAC/B,IAAI,EAAE,QAAQ,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,mGAAmG;IACnG,mBAAmB,CAAC,EAAE,MAAM,CAAC;IAC7B,yBAAyB;IACzB,QAAQ,CAAC,EAAE,mBAAmB,CAAC;CAChC;AAED,oGAAoG;AACpG,MAAM,WAAW,cAAc;IAC7B,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,IAAI,EAAE,MAAM,CAAC;IACb,4EAA4E;IAC5E,cAAc,CAAC,EAAE,SAAS,CAAC;IAC3B,qDAAqD;IACrD,aAAa,CAAC,EAAE,mBAAmB,CAAC;IACpC;;;;;OAKG;IACH,cAAc,CAAC,EAAE,SAAS,CAAC;IAC3B,iDAAiD;IACjD,aAAa,CAAC,EAAE,mBAAmB,CAAC;CACrC;AAED,MAAM,MAAM,mBAAmB,GAC3B,iBAAiB,GACjB,aAAa,GACb,gBAAgB,GAChB,cAAc,CAAC;AAEnB,MAAM,WAAW,gBAAgB;IAC/B,+CAA+C;IAC/C,aAAa,EAAE,MAAM,CAAC;IACtB,4CAA4C;IAC5C,QAAQ,CAAC,EAAE,mBAAmB,CAAC;IAC/B,aAAa,CAAC,EAAE,kBAAkB,CAAC;IACnC,aAAa,CAAC,EAAE,kBAAkB,CAAC;CACpC;AAUD,qGAAqG;AACrG,MAAM,WAAW,0BAA2B,SAAQ,gBAAgB;IAClE;;;;OAIG;IACH,aAAa,EAAE,UAAU,CAAC;CAC3B;AAKD,4GAA4G;AAC5G,MAAM,WAAW,0BAA2B,SAAQ,gBAAgB;IAClE,sEAAsE;IACtE,GAAG,EAAE,mBAAmB,EAAE,CAAC;IAC3B,qFAAqF;IACrF,UAAU,EAAE,mBAAmB,EAAE,CAAC;CACnC;AAKD;;;;GAIG;AACH,MAAM,WAAW,UAAU;IACzB,aAAa,EAAE,UAAU,CAAC;IAC1B,aAAa,EAAE,UAAU,CAAC;CAC3B;AA8GD,iBAAS,SAAS,CAAC,WAAW,EAAE,mBAAmB,EAAE,EAAE,OAAO,EAAE,gBAAgB,GAAG,UAAU,CAkB5F;AAED;;;;;;;;;GASG;AACH,iBAAS,mBAAmB,CAC1B,WAAW,EAAE,mBAAmB,EAAE,EAClC,OAAO,EAAE,0BAA0B,GAClC,UAAU,CA4BZ;AAED;;;;;GAKG;AACH,iBAAS,mBAAmB,CAAC,OAAO,EAAE,0BAA0B,GAAG,UAAU,CAc5E;AAyID;;;GAGG;AACH,eAAO,MAAM,MAAM;;;;;IAKjB,8DAA8D;;IAE9D,qGAAqG;;IAErG,kDAAkD;;CAEnD,CAAC;AAEF,OAAO,EAAE,gBAAgB,EAAE,gBAAgB,EAAE,CAAC"}