Refactor ap.js

atpar · Feb 25, 2020 · 1403836 · 1403836
1 parent 3c16390
commit 1403836
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Showing 8 changed files with 1,037 additions and 805 deletions.
diff --git a/packages/ap.js/src/types/ACTUS.ts b/packages/ap.js/src/types/ACTUS.ts
@@ -58,9 +58,6 @@ export interface Terms {
   feeBasis: string | number;
   creditEventTypeCovered: string | number;
 
-  contractReference_1: ContractReference;
-  contractReference_2: ContractReference;
-
   currency: string;
   settlementCurrency: string;
 
@@ -94,6 +91,10 @@ export interface Terms {
   priceAtPurchaseDate: number | string;
   nextPrincipalRedemptionPayment: number | string;
   coverageOfCreditEnhancement: number | string;
+  lifeCap: number | string;
+  lifeFloor: number | string;
+  periodCap: number | string;
+  periodFloor: number | string;
 
   cycleOfInterestPayment: IPS;
   cycleOfRateReset: IPS;
@@ -104,10 +105,8 @@ export interface Terms {
   gracePeriod: IP;
   delinquencyPeriod: IP;
 
-  lifeCap: number | string;
-  lifeFloor: number | string;
-  periodCap: number | string;
-  periodFloor: number | string;
+  contractReference_1: ContractReference;
+  contractReference_2: ContractReference;
 }
 
 export interface LifecycleTerms {
@@ -121,9 +120,6 @@ export interface LifecycleTerms {
   feeBasis: string | number;
   creditEventTypeCovered: string | number;
 
-  contractReference_1: ContractReference;
-  contractReference_2: ContractReference;
-
   currency: string;
   settlementCurrency: string;
 
@@ -145,14 +141,16 @@ export interface LifecycleTerms {
   priceAtPurchaseDate: number | string;
   nextPrincipalRedemptionPayment: number | string;
   coverageOfCreditEnhancement: number | string;
-
-  gracePeriod: IP;
-  delinquencyPeriod: IP;
-
   lifeCap: number | string;
   lifeFloor: number | string;
   periodCap: number | string;
   periodFloor: number | string;
+
+  gracePeriod: IP;
+  delinquencyPeriod: IP;
+
+  contractReference_1: ContractReference;
+  contractReference_2: ContractReference;
 }
 
 export interface GeneratingTerms {
@@ -183,15 +181,8 @@ export interface GeneratingTerms {
 
 export interface CustomTerms {
   anchorDate: string | number;
-  notionalPrincipal: number | string;
-  nominalInterestRate: number | string;
-  premiumDiscountAtIED: number | string;
-  rateSpread: number | string;
-  lifeCap: number | string;
-  lifeFloor: number | string;
-  coverageOfCreditEnhancement: number | string;
-  contractReference_1: ContractReference;
-  contractReference_2: ContractReference;
+  overwrittenAttributesMap: string;
+  overwrittenTerms: LifecycleTerms;
 }
 
 export interface TemplateTerms {
@@ -204,29 +195,35 @@ export interface TemplateTerms {
   penaltyType: string | number;
   feeBasis: string | number;
   creditEventTypeCovered: string | number;
-  
+
   currency: string;
   settlementCurrency: string;
-  
+
   marketObjectCodeRateReset: string | number[];
-  
+
   statusDateOffset: number | string;
   maturityDateOffset: number | string;
 
+  notionalPrincipal: number | string;
+  nominalInterestRate: number | string;
   feeAccrued: number | string;
   accruedInterest: number | string;
   rateMultiplier: number | string;
+  rateSpread: number | string;
   feeRate: number | string;
   nextResetRate: number | string;
   penaltyRate: number | string;
+  premiumDiscountAtIED: number | string;
   priceAtPurchaseDate: number | string;
   nextPrincipalRedemptionPayment: number | string;
+  coverageOfCreditEnhancement: number | string;
+  lifeCap: number | string;
+  lifeFloor: number | string;
+  periodCap: number | string;
+  periodFloor: number | string;
 
   gracePeriod: IP;
   delinquencyPeriod: IP;
-
-  periodCap: number | string;
-  periodFloor: number | string;
 }
 
 export interface ExtendedTemplateTerms {
@@ -246,6 +243,7 @@ export interface ExtendedTemplateTerms {
 
   creatorID: string | number[];
   counterpartyID: string | number[];
+
   marketObjectCodeRateReset: string | number[];
 
   contractDealDateOffset: number | string;
@@ -261,14 +259,23 @@ export interface ExtendedTemplateTerms {
   cycleAnchorDateOfFeeOffset: number | string;
   cycleAnchorDateOfPrincipalRedemptionOffset: number | string;
 
+  notionalPrincipal: number | string;
+  nominalInterestRate: number | string;
   feeAccrued: number | string;
   accruedInterest: number | string;
   rateMultiplier: number | string;
+  rateSpread: number | string;
   feeRate: number | string;
   nextResetRate: number | string;
   penaltyRate: number | string;
+  premiumDiscountAtIED: number | string;
   priceAtPurchaseDate: number | string;
   nextPrincipalRedemptionPayment: number | string;
+  coverageOfCreditEnhancement: number | string;
+  lifeCap: number | string;
+  lifeFloor: number | string;
+  periodCap: number | string;
+  periodFloor: number | string;
 
   cycleOfInterestPayment: IPS;
   cycleOfRateReset: IPS;
@@ -278,7 +285,4 @@ export interface ExtendedTemplateTerms {
 
   gracePeriod: IP;
   delinquencyPeriod: IP;
-
-  periodCap: number | string;
-  periodFloor: number | string;
 }
diff --git a/packages/ap.js/src/utils/Constants.ts b/packages/ap.js/src/utils/Constants.ts
@@ -1,28 +1,73 @@
+import { LifecycleTerms } from '../types'; 
 
 export const ZERO_ADDRESS = '0x0000000000000000000000000000000000000000';
 export const ZERO_BYTES32 = '0x0000000000000000000000000000000000000000000000000000000000000000';
 export const ZERO_BYTES = '0x0000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000';
 
-export const EMPTY_OWNERSHIP = {
-  creatorObligor: ZERO_ADDRESS,
-  creatorBeneficiary: ZERO_ADDRESS,
-  counterpartyObligor: ZERO_ADDRESS,
-  counterpartyBeneficiary: ZERO_ADDRESS
-}
+export const EMPTY_IP = {
+  i: '0',
+  p: '0',
+  isSet: false
+};
+
+export const EMPTY_LIFECYCLE_TERMS: LifecycleTerms = {
+  calendar: '0',
+  contractRole: '0',
+  dayCountConvention: '0',
+  businessDayConvention: '0',
+  endOfMonthConvention: '0',
+  scalingEffect: '0',
+  penaltyType: '0',
+  feeBasis: '0',
+  creditEventTypeCovered: '0',
+
+  currency: '',
+  settlementCurrency: '',
+
+  marketObjectCodeRateReset: '',
+
+  statusDate: '0',
+  maturityDate: '0',
 
-export const EMPTY_CUSTOM_TERMS = {
-  anchorDate: '0',
   notionalPrincipal: '0',
   nominalInterestRate: '0',
-  premiumDiscountAtIED: '0',
+  feeAccrued: '0',
+  accruedInterest: '0',
+  rateMultiplier: '0',
   rateSpread: '0',
+  feeRate: '0',
+  nextResetRate: '0',
+  penaltyRate: '0',
+  premiumDiscountAtIED: '0',
+  priceAtPurchaseDate: '0',
+  nextPrincipalRedemptionPayment: '0',
+  coverageOfCreditEnhancement: '0',
   lifeCap: '0',
   lifeFloor: '0',
-  coverageOfCreditEnhancement: '0',
+  periodCap: '0',
+  periodFloor: '0',
+
+  gracePeriod: EMPTY_IP,
+  delinquencyPeriod: EMPTY_IP,
+
   contractReference_1: { object: ZERO_BYTES32, contractReferenceType: '0', contractReferenceRole: '0' },
   contractReference_2: { object: ZERO_BYTES32, contractReferenceType: '0', contractReferenceRole: '0' }
+};
+
+export const EMPTY_OWNERSHIP = {
+  creatorObligor: ZERO_ADDRESS,
+  creatorBeneficiary: ZERO_ADDRESS,
+  counterpartyObligor: ZERO_ADDRESS,
+  counterpartyBeneficiary: ZERO_ADDRESS
 }
 
+
+export const EMPTY_CUSTOM_TERMS = {
+  anchorDate: '0',
+  overwrittenAttributesMap: ZERO_BYTES32,
+  overwrittenTerms: EMPTY_LIFECYCLE_TERMS
+};
+
 export const EMPTY_ENHANCEMENT_PARAMS = {
   termsHash: ZERO_BYTES32,
   templateId: ZERO_BYTES32,
@@ -32,4 +77,4 @@ export const EMPTY_ENHANCEMENT_PARAMS = {
   creatorSignature: ZERO_BYTES,
   counterpartySignature: ZERO_BYTES,
   salt: Math.floor(Math.random() * 1000000)
-}
+};