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Functional Delta: YU16-cdm-instruments (vs YU15-eod-risk-extract)

Everything inherited from YU15 and its ancestry is carried forward unchanged unless listed here.

Added​

  • A CDM-shaped instrument model on reference-data: GET /instruments and GET /instruments/{instrumentKey} serving securityType (Equity/Fund/Debt), the matching CDM sub-type, and CDM AssetIdentifier lists (BBGTICKER, FIGI, Other), with load-time CDM condition assertions.
  • Ten instruments in the seed universe: five ETFs (SPY, QQQ, IWM, VTI, GLD; Fund/ExchangeTradedFund) and five fixed-rate U.S. Treasuries (UST-20280630 … UST-20560515; Debt, real FIGIs, coupon, maturity, TreasuryDirect auction provenance).
  • /instruments/control-snapshot; the general-name control snapshot, identical contract over the same store and watermark as /stocks/control-snapshot; the order-matcher risk bootstrap default repoints to it at this state's layer, and the two YU04 proofs probe it.
  • Treasury pricing in price-publisher: term-profiled correlated walk with mean reversion and a band clamp, per-batch shared roll, solved YTM in the payload, maturity quote suppression, UST- unknown-key 404 with no fallback, fraction-of-par emission at six-decimal tick precision.
  • Face-amount order validation for UST- keys at the cluster gateway REST boundary and in the UI tickets (≥100, multiple of 100, exact messages).
  • Treasury booking semantics in trade-processor: face-weighted average cost, Rejected trade state with rejectionReason/sourceOrderId, fail-closed metadata resolution before the transaction with configurable timeouts.
  • Extract enrichment by join: instrumentType gains TREASURY, Treasury rows carry coupon and maturityDate, the CSV schema bumps to 2, and the consumer guide documents it.
  • Extract accrued interest by derivation (ADR-061): Treasury rows additionally carry lastCouponDate and accruedInterestFraction, computed from the joined static plus the session date with no new reference data, bumping the CSV schema to 3.
  • Frontend: asset-class filter, grouped selectors, Treasury labels and validation, clean-value estimation, coupon/maturity/YTM display, percent formatting, rejected-trade display.

Changed​

  • The instrument display name travels as displayName on the CDM view while remaining companyName on /stocks and both control snapshots; two wire names, one attribute, so the YU04 feed contract does not move.
  • SQL price columns that can carry a bond mark widen from three to six decimals (Trades.Price, Positions.AverageCostBasis).
  • The extract CSV schema identifier moves from 1 to 2 (column additions only; every schema-1 column is unchanged in name, position and meaning).

Removed​

  • Nothing. In particular /stocks and /stocks/{ticker} are NOT removed; this state supersedes source pack 016's FR-01602 and does not adopt its SC-01607; retention is requirement FR-CDM09, with the YU04 durable control feed as the attached reason.