From e7e1c95277523db43fc86f3281e25ba242cfc525 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Jo=C3=A3o=20Costa?= <joaocosta@zonalivre.org>
Date: Fri, 3 Jun 2022 22:07:33 +0000
Subject: [PATCH] Add missing InstrumentFinancing to Instrument primitive

---
 src/primitives.js | 43 +++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 43 insertions(+)

diff --git a/src/primitives.js b/src/primitives.js
index 51bdbf6..2cd9635 100644
--- a/src/primitives.js
+++ b/src/primitives.js
@@ -167,6 +167,10 @@ class Instrument extends Definition {
             this.commission = new InstrumentCommission(data['commission']);
         }
 
+        if (data['financing'] !== undefined) {
+            this.financing = new InstrumentFinancing(data['financing']);
+        }
+
     }
 }
 
@@ -261,6 +265,45 @@ class GuaranteedStopLossOrderLevelRestriction extends Definition {
     }
 }
 
+const InstrumentFinancing_Properties = [
+    new Property(
+        'longRate',
+        'longRate',
+        "The financing rate to be used for a long position for the instrument. The value is in decimal rather than percentage points, i.e. 5% is represented as 0.05.",
+        'primitive',
+        'primitives.DecimalNumber'
+    ),
+    new Property(
+        'shortRate',
+        'shortRate',
+        "The financing rate to be used for a short position for the instrument. The value is in decimal rather than percentage points, i.e. 5% is represented as 0.05.",
+        'primitive',
+        'primitives.DecimalNumber'
+    ),
+];
+
+class InstrumentFinancing extends Definition {
+    constructor(data) {
+        super();
+
+        this._summaryFormat = "";
+
+        this._nameFormat = "";
+
+        this._properties = InstrumentFinancing_Properties;
+
+        data = data || {};
+
+        if (data['longRate'] !== undefined) {
+            this.longRate = data['longRate'];
+        }
+
+        if (data['shortRate'] !== undefined) {
+            this.shortRate = data['shortRate'];
+        }
+    }
+}
+
 class EntitySpec {
     constructor(context) {
         this.context = context;