@insiderfinance/totalfinance 0.1.0

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

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+/**
+ * Lattice-priced instruments (spec §14.1, §14.3): callable/putable bonds and Bermudan swaptions,
+ * priced by backward induction on the calibrated Hull-White / Black-Karasinski short-rate trinomial
+ * tree from {@link ./models}. These are the items the Phase-6 tree unblocks — embedded-option pricing
+ * the analytic (European) engines can't express.
+ *
+ * Callable/putable bonds roll the bond's cash flows back through the tree and cap (call) or floor
+ * (put) the continuation value at the option strike on each option date; the option-adjusted spread
+ * (OAS) is the parallel curve shift that reprices the model to a market price. Bermudan swaptions take
+ * `max(continuation, swap value)` on each exercise date, with the node-level swap value from the
+ * Hull-White analytic bond reconstruction.
+ */
+import { type Diagnostics } from '../../core/dist/index.js';
+import type { Bond } from './bonds.js';
+import { type FixedIncomeDayCount, type Frequency } from './conventions.js';
+import type { YieldCurve } from './curves.js';
+import { type TreeModel } from './models.js';
+export interface BondOption {
+    /** Option date (issuer call / holder put opportunity). */
+    date: string;
+    /** Strike (clean redemption price per the bond's face value, e.g. 102). */
+    price: number;
+}
+export interface CallableBondSpecification {
+    bond: Bond;
+    /** Calibration/discount curve (its reference date is the valuation date). */
+    curve: YieldCurve;
+    /** Mean reversion and short-rate volatility for the tree model. */
+    meanReversion: number;
+    sigma: number;
+    /** Tree model (default `hull-white`). */
+    model?: TreeModel;
+    /** Issuer call schedule (caps the bond's value at each strike). */
+    calls?: BondOption[];
+    /** Holder put schedule (floors the bond's value at each strike). */
+    puts?: BondOption[];
+    /** Tree steps per year (default 24, hard outer maximum 1,000,000; total-tree cap may be lower). */
+    stepsPerYear?: number;
+    /** Market dirty price; when given, the result includes the option-adjusted spread. */
+    marketPrice?: number;
+}
+export interface CallableBondResult {
+    /** Model dirty price including the embedded option(s). */
+    price: number;
+    /** Model dirty price of the otherwise-identical straight bond (no embedded options). */
+    straightPrice: number;
+    /** Value of the embedded option(s): `straightPrice − price` (positive for a callable). */
+    optionValue: number;
+    /** Effective duration from a ±1bp parallel curve shock (re-trees each side). */
+    effectiveDuration: number;
+    /** Option-adjusted spread (parallel curve shift repricing the model to `marketPrice`); present only when `marketPrice` is supplied. */
+    oas?: number;
+    /** Applied conventions and model knobs, echoed (R2). */
+    assumptions: {
+        conventionsVersion: string;
+        dayCount: 'ACT/365F';
+        settlementDate: string;
+        model: TreeModel;
+        stepsPerYear: number;
+        meanReversion: number;
+        sigma: number;
+    };
+    /** Honest computation report: the lattice method, and the OAS root-find when one ran (R2). */
+    diagnostics: Diagnostics;
+}
+/** Price a callable and/or putable bond on a short-rate tree, with option value, effective duration, and OAS. */
+export declare function callableBond(specification: CallableBondSpecification): CallableBondResult;
+export interface OasAnalyticsSpecification extends Omit<CallableBondSpecification, 'marketPrice'> {
+    /** Market dirty price the OAS and Z-spread are solved to. */
+    marketPrice: number;
+    /** Curve shock for the effective duration/convexity, in decimal. Default 1e-4 (1 bp). */
+    durationShock?: number;
+    /**
+     * Optional term-structure spread curve added to `curve` before the spreads are solved. The effective
+     * benchmark becomes `curve` + `spreadCurve` (continuous zeros add ⇔ discount factors multiply), so the
+     * reported OAS and Z-spread are measured OVER a NON-FLAT benchmark — e.g. an OIS discount curve plus a
+     * sector/rating spread curve — rather than the plain `curve`. Its zero rates ARE the spreads (build one
+     * with `curves.fromZeroRates(spreadPillars)`); it must share `curve`'s reference date.
+     */
+    spreadCurve?: YieldCurve;
+}
+export interface OasAnalyticsResult {
+    /** Parallel curve shift repricing the callable model to `marketPrice` (decimal; ×1e4 = bps). */
+    oas: number;
+    /** Zero-volatility spread on the same lattice's straight leg (decimal). */
+    zSpread: number;
+    /** `zSpread − oas` (decimal) — the embedded-option cost. Positive callable / negative putable. */
+    optionCost: number;
+    /** OAS-consistent effective duration (curve shocked ±`durationShock` at constant OAS). */
+    effectiveDuration: number;
+    /** OAS-consistent effective convexity. */
+    effectiveConvexity: number;
+    /** The no-spread lattice model price (the gap `marketPrice − modelPrice` is what the OAS explains). */
+    modelPrice: number;
+    marketPrice: number;
+    assumptions: CallableBondResult['assumptions'];
+    diagnostics: Diagnostics;
+}
+/**
+ * Market-calibrated option-adjusted-spread analytics for a callable/putable bond: the OAS, the Z-spread,
+ * their difference (the embedded-**option cost**), and the **OAS-consistent** effective duration and
+ * convexity (the curve shocked with the spread held fixed). Composes the same short-rate lattice as
+ * {@link callableBond}. See `docs/specs/oas-analytics.md`.
+ */
+export declare function oasAnalytics(specification: OasAnalyticsSpecification): OasAnalyticsResult;
+export interface BermudanSwaptionSpecification {
+    /** Discount/forecast curve (single-curve); its reference date is the valuation date. */
+    curve: YieldCurve;
+    /** Underlying swap maturity. */
+    maturityDate: string;
+    /** Fixed rate of the underlying swap. */
+    fixedRate: number;
+    /** `payer` = option to pay fixed; `receiver` = option to receive fixed. */
+    optionType: 'payer' | 'receiver';
+    /** Dates on which the holder may exercise into the swap (each is a swap start). */
+    exerciseDates: string[];
+    /** Fixed-leg frequency (default semiannual). */
+    fixedFrequency?: Frequency;
+    /** Fixed-leg day count (default `30/360`). */
+    fixedDayCount?: FixedIncomeDayCount;
+    /** Mean reversion and short-rate vol. */
+    meanReversion: number;
+    sigma: number;
+    notional?: number;
+    /** Tree steps per year (default 24, hard outer maximum 1,000,000; total-tree cap may be lower). */
+    stepsPerYear?: number;
+}
+export interface BermudanSwaptionResult {
+    /** Option value, scaled by `notional`. */
+    price: number;
+    /** The exercise schedule actually used, sorted ascending from the valuation date. */
+    exerciseDates: string[];
+    /** Applied conventions and model knobs, echoed (Law 2 report grammar). */
+    assumptions: {
+        conventionsVersion: string;
+        model: 'hull-white';
+        dayCount: 'ACT/365F';
+        settlementDate: string;
+        stepsPerYear: number;
+        meanReversion: number;
+        sigma: number;
+        fixedFrequency: Frequency;
+        fixedDayCount: FixedIncomeDayCount;
+        notional: number;
+    };
+    /** Honest computation report: the lattice method behind the price (Law 2 report grammar). */
+    diagnostics: Diagnostics;
+}
+/**
+ * Price a Bermudan swaption on the Hull-White tree. At each exercise date the holder takes
+ * `max(continuation, swapValue)`, where the node-level forward swap value uses the Hull-White analytic
+ * bond reconstruction `P(tᵢ, T; r_node)`. (Hull-White only — the lognormal Black-Karasinski tree has
+ * no analytic node bond.)
+ */
+export declare function bermudanSwaption(specification: BermudanSwaptionSpecification): BermudanSwaptionResult;
+//# sourceMappingURL=lattice.d.ts.map

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package/modules/fixed-income/dist/lattice.js

@@ -0,0 +1,433 @@
+/**
+ * Lattice-priced instruments (spec §14.1, §14.3): callable/putable bonds and Bermudan swaptions,
+ * priced by backward induction on the calibrated Hull-White / Black-Karasinski short-rate trinomial
+ * tree from {@link ./models}. These are the items the Phase-6 tree unblocks — embedded-option pricing
+ * the analytic (European) engines can't express.
+ *
+ * Callable/putable bonds roll the bond's cash flows back through the tree and cap (call) or floor
+ * (put) the continuation value at the option strike on each option date; the option-adjusted spread
+ * (OAS) is the parallel curve shift that reprices the model to a market price. Bermudan swaptions take
+ * `max(continuation, swap value)` on each exercise date, with the node-level swap value from the
+ * Hull-White analytic bond reconstruction.
+ */
+import { ensureFiniteWhenPresent, ConvergenceError, ErrorCode, InputError, ensureEnum, ensureFinite, ensureKnownKeys, ensurePositive, requireArgumentArray, requireArgumentObject, CONVENTIONS_VERSION, } from '../../core/dist/index.js';
+import { ensureDayCountWhenPresent, ensureFrequencyWhenPresent, ensureStepsPerYearWhenPresent, } from './validate.js';
+import { brent } from '../../math/dist/index.js';
+import { generateSchedule, yearFraction, } from './conventions.js';
+import { hullWhite, shortRateTree } from './models.js';
+/**
+ * Ceiling on the expanding spread bracket: ±5000bp. A spread past this is not a spread — the market
+ * price and the model disagree structurally (wrong bond, wrong curve, or a price in the wrong
+ * units), and a five-digit basis-point answer would dress that disagreement up as a measurement.
+ */
+const MAXIMUM_SPREAD_BRACKET = 0.5;
+/**
+ * Bracket and solve a spread (OAS / Z-spread) root, EXPANDING the bracket until the objective
+ * changes sign, capped at {@link MAXIMUM_SPREAD_BRACKET}.
+ *
+ * The bracket was hard-coded to ±500bp. Any high-yield or stressed callable sits outside it, and
+ * Brent then reported no sign change — which surfaced as "OAS solve did not converge", a diagnosis
+ * of the solver for what was actually a window that never contained the answer. Beyond the cap the
+ * error names the interval that was searched, so the reader can tell "no root here" from
+ * "root-finding failed" (the same posture as the yield bracket in `bonds.ts`).
+ */
+function solveSpreadBracketed(objective, functionName, which, context) {
+    let lo = -0.05;
+    let hi = 0.05;
+    let fLo = objective(lo);
+    let fHi = objective(hi);
+    let expansions = 0;
+    while (Number.isFinite(fLo) &&
+        Number.isFinite(fHi) &&
+        fLo * fHi > 0 &&
+        hi < MAXIMUM_SPREAD_BRACKET) {
+        lo = Math.max(lo * 2, -MAXIMUM_SPREAD_BRACKET);
+        hi = Math.min(hi * 2, MAXIMUM_SPREAD_BRACKET);
+        fLo = objective(lo);
+        fHi = objective(hi);
+        expansions++;
+    }
+    const res = brent(objective, lo, hi, { stepTolerance: 1e-10, maximumIterations: 100 });
+    if (!res.converged) {
+        const bp = (s) => `${(s * 1e4).toFixed(0)}bp`;
+        throw new ConvergenceError(`${functionName}: no ${which} in the bracket searched — [${bp(lo)}, ${bp(hi)}] (expanded ` +
+            `outward from ±500bp to at most ±${bp(MAXIMUM_SPREAD_BRACKET)}) — reprices the model to the ` +
+            'market price. A gap that large usually means the market price and the model disagree ' +
+            'structurally: check the price is a DIRTY price on the same face value, and that the curve ' +
+            "shares the bond's currency and reference date.", {
+            code: ErrorCode.SolverNoConvergence,
+            context: {
+                ...context,
+                bracketSearched: [lo, hi],
+                bracketExpansions: expansions,
+                iterations: res.iterations,
+                reason: res.reason,
+            },
+        });
+    }
+    return { value: res.value, iterations: res.iterations + expansions };
+}
+/** {@link CallableBondSpecification} keys (Law 12 — mirrors the interface above; keep in sync). */
+const CALLABLE_BOND_SPEC_KEYS = [
+    'bond',
+    'curve',
+    'meanReversion',
+    'sigma',
+    'model',
+    'calls',
+    'puts',
+    'stepsPerYear',
+    'marketPrice',
+];
+/**
+ * The lattice facades take a Bond INSTANCE (from `bonds.fixedRate(...)` et al.) — a raw spec object
+ * would crash on the first `cashflows()` call inside the rollback, so teach the fix at the boundary
+ * (the same pattern as `requireBondInstance` in bonds).
+ */
+function requireBondField(functionName, value) {
+    const b = value;
+    if (b === null || b === undefined || typeof b !== 'object' || typeof b.cashflows !== 'function') {
+        throw new InputError(`${functionName}: bond must be a bond built by bonds.fixedRate(...) / bonds.zeroCoupon(...) (a Bond ` +
+            `instance with cash-flow methods); got ` +
+            `${value === null ? 'null' : value === undefined ? 'undefined' : typeof value}. ` +
+            `Build the bond first, then pass it here.`, { code: ErrorCode.InputWrongType, context: { function: functionName, field: 'bond' } });
+    }
+}
+/**
+ * Curve fields take a curve INSTANCE (from `curves.fromZeroRates(...)` / `curves.flat(...)` /
+ * `curves.bootstrap(...)`), not a raw pillar list — a `{}` would die on `referenceDate`/`shift()`
+ * before the tree's own guard could run (the same pattern as `requireCurveField` in rates).
+ */
+function requireCurveField(functionName, value) {
+    const c = value;
+    if (c === null ||
+        c === undefined ||
+        typeof c !== 'object' ||
+        typeof c.discount !== 'function' ||
+        typeof c.shift !== 'function') {
+        throw new InputError(`${functionName}: curve must be a yield curve built by curves.fromZeroRates(...) / curves.flat(...) / ` +
+            `curves.bootstrap(...) (an object with discount()/shift()); got ` +
+            `${value === null ? 'null' : value === undefined ? 'undefined' : typeof value}. ` +
+            `Build the curve first, then pass it here.`, { code: ErrorCode.InputWrongType, context: { function: functionName, field: 'curve' } });
+    }
+}
+function priceCallableOnCurve(specification, curve) {
+    const { bond } = specification;
+    const settlement = curve.referenceDate;
+    const maturityYf = yearFraction(settlement, bond.maturityDate, 'ACT/365F');
+    if (maturityYf <= 0) {
+        throw new InputError('callableBond: the bond matures on or before the valuation date.', {
+            code: ErrorCode.InputOutOfRange,
+            context: { maturity: bond.maturityDate, settlement },
+        });
+    }
+    ensureFiniteWhenPresent(specification.stepsPerYear, 'stepsPerYear', 'lattice');
+    const stepsPerYear = specification.stepsPerYear ?? 24;
+    const steps = Math.max(2, Math.ceil(stepsPerYear * maturityYf));
+    const tree = shortRateTree(curve, {
+        meanReversion: specification.meanReversion,
+        sigma: specification.sigma,
+        model: specification.model ?? 'hull-white',
+        horizonYears: maturityYf,
+        steps,
+    });
+    const timeStepYears = tree.timeStepYears;
+    const snap = (t) => Math.min(steps, Math.max(0, Math.round(t / timeStepYears)));
+    // Coupon injected at each step; principal redemption seeds the terminal nodes.
+    const couponAt = new Array(steps + 1).fill(0);
+    let redemption = 0;
+    for (const cf of bond.cashflows()) {
+        const step = snap(yearFraction(settlement, cf.date, 'ACT/365F'));
+        couponAt[step] += cf.interest;
+        if (step === steps)
+            redemption += cf.principal;
+        else
+            couponAt[step] += cf.principal; // amortizing principal before maturity
+    }
+    const callAt = new Map();
+    for (const c of specification.calls ?? [])
+        callAt.set(snap(yearFraction(settlement, c.date, 'ACT/365F')), c.price);
+    const putAt = new Map();
+    for (const p of specification.puts ?? [])
+        putAt.set(snap(yearFraction(settlement, p.date, 'ACT/365F')), p.price);
+    const terminal = redemption + couponAt[steps];
+    const roll = (withOptions) => tree.rollback(steps, () => terminal, (i, _j, cont) => {
+        let v = cont;
+        if (withOptions) {
+            const call = callAt.get(i);
+            if (call !== undefined)
+                v = Math.min(v, call);
+            const put = putAt.get(i);
+            if (put !== undefined)
+                v = Math.max(v, put);
+        }
+        return v + couponAt[i];
+    });
+    return { callable: roll(true), straight: roll(false) };
+}
+/** Price a callable and/or putable bond on a short-rate tree, with option value, effective duration, and OAS. */
+export function callableBond(specification) {
+    requireArgumentObject('callableBond', 'specification', specification);
+    ensureKnownKeys('callableBond', 'specification', specification, CALLABLE_BOND_SPEC_KEYS);
+    requireBondField('callableBond', specification.bond);
+    requireCurveField('callableBond', specification.curve);
+    ensureStepsPerYearWhenPresent(specification.stepsPerYear, 'callableBond');
+    for (const optionField of ['calls', 'puts']) {
+        const value = specification[optionField];
+        if (value !== undefined && !Array.isArray(value)) {
+            throw new InputError(`callableBond: ${optionField} must be an array of { date, price } options when provided. Received ${value === null ? 'null' : typeof value}.`, { code: ErrorCode.InputWrongType, context: { field: optionField, received: value } });
+        }
+    }
+    if (specification.model !== undefined &&
+        specification.model !== null &&
+        typeof specification.model !== 'object') {
+        throw new InputError(`callableBond: model must be a short-rate model configuration object when provided. Received ${typeof specification.model}.`, { code: ErrorCode.InputWrongType, context: { field: 'model' } });
+    }
+    if (specification.model === null) {
+        throw new InputError('callableBond: model must not be null — omit the field to use the default short-rate model. Received null.', { code: ErrorCode.InputWrongType, context: { field: 'model' } });
+    }
+    if (!(specification.calls?.length || specification.puts?.length)) {
+        throw new InputError('callableBond: provide at least one call or put option.', {
+            code: ErrorCode.InputMissingField,
+            context: {},
+        });
+    }
+    const base = priceCallableOnCurve(specification, specification.curve);
+    const bump = 1e-4;
+    const up = priceCallableOnCurve(specification, specification.curve.shift(bump)).callable;
+    const dn = priceCallableOnCurve(specification, specification.curve.shift(-bump)).callable;
+    const effectiveDuration = base.callable === 0 ? 0 : (dn - up) / (2 * base.callable * bump);
+    const result = {
+        price: base.callable,
+        straightPrice: base.straight,
+        optionValue: base.straight - base.callable,
+        effectiveDuration,
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            dayCount: 'ACT/365F',
+            settlementDate: specification.curve.referenceDate,
+            model: specification.model ?? 'hull-white',
+            stepsPerYear: specification.stepsPerYear ?? 24,
+            meanReversion: specification.meanReversion,
+            sigma: specification.sigma,
+        },
+        diagnostics: { method: 'short-rate-lattice', converged: true, warnings: [] },
+    };
+    if (specification.marketPrice !== undefined) {
+        const objective = (s) => priceCallableOnCurve(specification, specification.curve.shift(s)).callable -
+            specification.marketPrice;
+        const res = solveSpreadBracketed(objective, 'callableBond', 'OAS', {
+            marketPrice: specification.marketPrice,
+        });
+        result.diagnostics = {
+            method: 'short-rate-lattice + brent(oas)',
+            converged: true,
+            iterations: res.iterations,
+            warnings: [],
+        };
+        result.oas = res.value;
+    }
+    return result;
+}
+/** {@link OasAnalyticsSpecification} keys (Law 12 — mirrors the interface above; keep in sync). */
+const OAS_ANALYTICS_SPEC_KEYS = [
+    ...CALLABLE_BOND_SPEC_KEYS,
+    'durationShock',
+    'spreadCurve',
+];
+/**
+ * Market-calibrated option-adjusted-spread analytics for a callable/putable bond: the OAS, the Z-spread,
+ * their difference (the embedded-**option cost**), and the **OAS-consistent** effective duration and
+ * convexity (the curve shocked with the spread held fixed). Composes the same short-rate lattice as
+ * {@link callableBond}. See `docs/specs/oas-analytics.md`.
+ */
+export function oasAnalytics(specification) {
+    requireArgumentObject('oasAnalytics', 'specification', specification);
+    for (const optionField of ['calls', 'puts']) {
+        const value = specification[optionField];
+        if (value !== undefined && !Array.isArray(value)) {
+            throw new InputError(`oasAnalytics: ${optionField} must be an array of { date, price } options when provided. Received ${value === null ? 'null' : typeof value}.`, { code: ErrorCode.InputWrongType, context: { field: optionField } });
+        }
+    }
+    const modelValue = specification['model'];
+    if (modelValue !== undefined && (modelValue === null || typeof modelValue !== 'object')) {
+        throw new InputError(`oasAnalytics: model must be a short-rate model configuration object when provided. Received ${modelValue === null ? 'null' : typeof modelValue}.`, { code: ErrorCode.InputWrongType, context: { field: 'model' } });
+    }
+    ensureKnownKeys('oasAnalytics', 'specification', specification, OAS_ANALYTICS_SPEC_KEYS);
+    requireBondField('oasAnalytics', specification.bond);
+    requireCurveField('oasAnalytics', specification.curve);
+    ensureStepsPerYearWhenPresent(specification.stepsPerYear, 'oasAnalytics');
+    if (specification.spreadCurve !== undefined) {
+        requireCurveField('oasAnalytics', specification.spreadCurve);
+        if (specification.spreadCurve.referenceDate !== specification.curve.referenceDate) {
+            throw new InputError(`oasAnalytics: spreadCurve.referenceDate (${specification.spreadCurve.referenceDate}) must match ` +
+                `curve.referenceDate (${specification.curve.referenceDate}).`, { code: ErrorCode.InputWrongShape, context: { field: 'spreadCurve' } });
+        }
+    }
+    if (specification.durationShock !== undefined) {
+        ensurePositive(specification.durationShock, 'durationShock', 'oasAnalytics');
+    }
+    if (specification.marketPrice === undefined) {
+        throw new InputError('oasAnalytics: marketPrice is required.', {
+            code: ErrorCode.InputMissingField,
+            context: {},
+        });
+    }
+    ensurePositive(specification.marketPrice, 'marketPrice', 'oasAnalytics');
+    if (!(specification.calls?.length || specification.puts?.length)) {
+        throw new InputError('oasAnalytics: provide at least one call or put option.', {
+            code: ErrorCode.InputMissingField,
+            context: {},
+        });
+    }
+    const market = specification.marketPrice;
+    // The benchmark the spreads are measured over: the plain curve, or curve + a non-flat spread curve.
+    const benchmark = specification.spreadCurve
+        ? specification.curve.addSpread(specification.spreadCurve)
+        : specification.curve;
+    const callableAt = (s) => priceCallableOnCurve(specification, benchmark.shift(s)).callable;
+    const straightAt = (s) => priceCallableOnCurve(specification, benchmark.shift(s)).straight;
+    const solveSpread = (price, which) => solveSpreadBracketed((s) => price(s) - market, 'oasAnalytics', which, { marketPrice: market })
+        .value;
+    const oas = solveSpread(callableAt, 'OAS');
+    const zSpread = solveSpread(straightAt, 'Z-spread');
+    // OAS-consistent risk: shock the curve at CONSTANT OAS. P₀ = callableAt(oas) recovers the market price
+    // (> 0, validated), so the division is always safe.
+    const shock = specification.durationShock ?? 1e-4;
+    const p0 = callableAt(oas);
+    const pUp = callableAt(oas + shock);
+    const pDn = callableAt(oas - shock);
+    const effectiveDuration = (pDn - pUp) / (2 * p0 * shock);
+    const effectiveConvexity = (pUp + pDn - 2 * p0) / (p0 * shock * shock);
+    return {
+        oas,
+        zSpread,
+        optionCost: zSpread - oas,
+        effectiveDuration,
+        effectiveConvexity,
+        modelPrice: callableAt(0),
+        marketPrice: market,
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            dayCount: 'ACT/365F',
+            settlementDate: specification.curve.referenceDate,
+            model: specification.model ?? 'hull-white',
+            stepsPerYear: specification.stepsPerYear ?? 24,
+            meanReversion: specification.meanReversion,
+            sigma: specification.sigma,
+        },
+        diagnostics: {
+            method: 'short-rate-lattice + brent(oas) + brent(z-spread)' +
+                (specification.spreadCurve ? ' over benchmark+spreadCurve' : ''),
+            converged: true,
+            warnings: [],
+        },
+    };
+}
+/** {@link BermudanSwaptionSpecification} keys (Law 12 — mirrors the interface above; keep in sync). */
+const BERMUDAN_SWAPTION_SPEC_KEYS = [
+    'curve',
+    'maturityDate',
+    'fixedRate',
+    'optionType',
+    'exerciseDates',
+    'fixedFrequency',
+    'fixedDayCount',
+    'meanReversion',
+    'sigma',
+    'notional',
+    'stepsPerYear',
+];
+/**
+ * Price a Bermudan swaption on the Hull-White tree. At each exercise date the holder takes
+ * `max(continuation, swapValue)`, where the node-level forward swap value uses the Hull-White analytic
+ * bond reconstruction `P(tᵢ, T; r_node)`. (Hull-White only — the lognormal Black-Karasinski tree has
+ * no analytic node bond.)
+ */
+export function bermudanSwaption(specification) {
+    const functionName = 'bermudanSwaption';
+    requireArgumentObject(functionName, 'specification', specification);
+    ensureKnownKeys(functionName, 'specification', specification, BERMUDAN_SWAPTION_SPEC_KEYS);
+    requireCurveField(functionName, specification.curve);
+    requireArgumentArray(functionName, 'spec.exerciseDates', specification.exerciseDates);
+    ensureFinite(specification.fixedRate, 'fixedRate', functionName);
+    ensureEnum(specification.optionType, ['payer', 'receiver'], 'optionType', functionName);
+    ensureDayCountWhenPresent(specification.fixedDayCount, functionName);
+    ensureFrequencyWhenPresent(specification.fixedFrequency, functionName);
+    ensureFiniteWhenPresent(specification.notional, 'notional', functionName);
+    ensureFiniteWhenPresent(specification.stepsPerYear, 'stepsPerYear', functionName);
+    ensureStepsPerYearWhenPresent(specification.stepsPerYear, functionName);
+    const curve = specification.curve;
+    const settlement = curve.referenceDate;
+    const notional = specification.notional ?? 1;
+    const exDates = [...specification.exerciseDates].sort((x, y) => yearFraction(settlement, x, 'ACT/365F') - yearFraction(settlement, y, 'ACT/365F'));
+    if (exDates.length === 0) {
+        throw new InputError('bermudanSwaption: at least one exercise date is required.', {
+            code: ErrorCode.InputOutOfRange,
+            context: {},
+        });
+    }
+    const maturityYf = yearFraction(settlement, specification.maturityDate, 'ACT/365F');
+    ensureFiniteWhenPresent(specification.stepsPerYear, 'stepsPerYear', 'lattice');
+    const stepsPerYear = specification.stepsPerYear ?? 24;
+    const steps = Math.max(2, Math.ceil(stepsPerYear * maturityYf));
+    const tree = shortRateTree(curve, {
+        meanReversion: specification.meanReversion,
+        sigma: specification.sigma,
+        model: 'hull-white',
+        horizonYears: maturityYf,
+        steps,
+    });
+    const timeStepYears = tree.timeStepYears;
+    const snap = (t) => Math.min(steps, Math.max(0, Math.round(t / timeStepYears)));
+    const hw = hullWhite(curve, { a: specification.meanReversion, sigma: specification.sigma });
+    // Fixed-leg schedule of the underlying swap (full life from settlement to maturity).
+    const fixedSchedule = generateSchedule({
+        effectiveDate: settlement,
+        maturityDate: specification.maturityDate,
+        frequency: specification.fixedFrequency ?? 'semiannual',
+    });
+    const fixedDc = specification.fixedDayCount ?? '30/360';
+    const payTimes = fixedSchedule.map((p) => ({
+        end: yearFraction(settlement, p.accrualEnd, 'ACT/365F'),
+        tau: yearFraction(p.accrualStart, p.accrualEnd, fixedDc),
+    }));
+    const swapEnd = maturityYf;
+    // Map each exercise date to a tree step, deduped.
+    const exerciseSteps = new Set(exDates.map((d) => snap(yearFraction(settlement, d, 'ACT/365F'))));
+    const lastStep = Math.max(...exerciseSteps);
+    /** Forward payer-swap value per unit notional at node (stepIndex i, level j), from the node rate. */
+    const swapValue = (i, j) => {
+        const ti = i * timeStepYears;
+        const r = tree.shortRate(i, j);
+        let annuity = 0;
+        for (const p of payTimes) {
+            if (p.end <= ti + 1e-9)
+                continue; // only future fixed coupons
+            annuity +=
+                p.tau * hw.discountBond({ valuationTime: ti, timeToMaturity: p.end - ti, shortRate: r });
+        }
+        const floatPv = 1 - hw.discountBond({ valuationTime: ti, timeToMaturity: swapEnd - ti, shortRate: r }); // single-curve telescoping from tᵢ
+        const payer = floatPv - specification.fixedRate * annuity;
+        return specification.optionType === 'payer' ? payer : -payer;
+    };
+    const price = tree.rollback(lastStep, (j) => Math.max(swapValue(lastStep, j), 0), (i, j, cont) => (exerciseSteps.has(i) ? Math.max(cont, swapValue(i, j)) : cont));
+    return {
+        price: notional * price,
+        exerciseDates: exDates,
+        assumptions: {
+            conventionsVersion: CONVENTIONS_VERSION,
+            model: 'hull-white',
+            dayCount: 'ACT/365F',
+            settlementDate: settlement,
+            stepsPerYear,
+            meanReversion: specification.meanReversion,
+            sigma: specification.sigma,
+            fixedFrequency: specification.fixedFrequency ?? 'semiannual',
+            fixedDayCount: fixedDc,
+            notional,
+        },
+        diagnostics: { method: 'short-rate-lattice', converged: true, warnings: [] },
+    };
+}
+//# sourceMappingURL=lattice.js.map

package/modules/fixed-income/dist/lattice.js.map

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