enum class AccrualAdjustment
Simple enum for returning accurals adjusted or unadjusted. We don't actually do anything with this yet though, so it's ignored for now. |
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interface BilateralNettableState<N : BilateralNettableState<N>>
Interface for state objects that support being netted with other state objects. |
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open class BusinessCalendar
A business calendar performs date calculations that take into account national holidays and weekends. This is a typical feature of financial contracts, in which a business may not want a payment event to fall on a day when no staff are around to handle problems. |
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class CommercialPaper : Contract |
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data class Commodity : TokenizableAssetInfo
Class representing a commodity, as an equivalent to the Currency class. This exists purely to enable the CommodityContract contract, and is likely to change in future. |
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enum class DateRollConvention
This reflects what happens if a date on which a business event is supposed to happen actually falls upon a non-working day. Depending on the accounting requirement, we can move forward until we get to a business day, or backwards. There are some additional rules which are explained in the individual cases below. |
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enum class DateRollDirection
This is utilised in the DateRollConvention class to determine which way we should initially step when finding a business day. |
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enum class DayCountBasisDay
This forms the day part of the "Day Count Basis" used for interest calculation. Note that the first character cannot be a number (enum naming constraints), so we drop that in the toString lest some people get confused. |
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enum class DayCountBasisYear
This forms the year part of the "Day Count Basis" used for interest calculation. |
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interface DealState : LinearState
Interface representing an agreement that exposes various attributes that are common. Implementing it simplifies implementation of general flows that manipulate many agreement types. |
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data class Expression
Represents a textual expression of e.g. a formula |
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data class Fix : CommandData
A Fix represents a named interest rate, on a given day, for a given duration. It can be embedded in a tx. |
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data class FixOf
A FixOf identifies the question side of a fix: what day, tenor and type of fix ("LIBOR", "EURIBOR" etc) |
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interface FixableDealState : DealState
Interface adding fixing specific methods. |
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enum class Frequency
Frequency at which an event occurs - the enumerator also casts to an integer specifying the number of times per year that would divide into (eg annually = 1, semiannual = 2, monthly = 12 etc). |
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interface MultilateralNettableState<out T : Any>
Interface for state objects that support being netted with other state objects. |
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interface NetCommand : CommandData
A common netting command for contracts whose states can be netted. |
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enum class NetType
Enum for the types of netting that can be applied to state objects. Exact behaviour for each type of netting is left to the contract to determine. |
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interface NettableState<N : BilateralNettableState<N>, out T : Any> : BilateralNettableState<N>, MultilateralNettableState<T> |
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enum class PaymentRule
Whether the payment should be made before the due date, or after it. |
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data class Tenor
Placeholder class for the Tenor datatype - which is a standardised duration of time until maturity |
const val CP_PROGRAM_ID: String
This is an ultra-trivial implementation of commercial paper, which is essentially a simpler version of a corporate bond. It can be seen as a company-specific currency. A company issues CP with a particular face value, say $100, but sells it for less, say $90. The paper can be redeemed for cash at a given date in the future. Thus this example would have a 10% interest rate with a single repayment. Commercial paper is often rolled over (the maturity date is adjusted as if the paper was redeemed and immediately repurchased, but without having to front the cash). |