ACTUS Solidity

DISCLAIMER: THIS IS A WORK IN PROGRESS AND NOT AUDITED. USE IT AT YOUR OWN RISK.

Solidity implementation of ACTUS Contract Types (https://www.actusfrf.org/algorithmic-standard)

Demo: ACTUS Solidity Calculator running on Görli Testnet.

Smart Contracts

Core

Contains banking-grade financial logic such as ACTUS day-count & end-of-month conventions, ACTUS datatypes and floating point arithmetic used throughout all ACTUS engines.

Engines

Contains ACTUS state machine engines for each ACTUS Contract Type. An Engine implements the state transition & payoff functions and the schedule generation logic for an ACTUS Contract Type. Engines are stateless smart contracts, thus can be used on-chain as well as off-chain (e.g. by using the EVM as a TEE).

Development

Requirements

• node: >=10.0.0 <11.0.0
• npm: >=6.8.0
• yarn: 1.16.0
• truffle
• ganache-cli
• jq (only for generating artifacts)

Note, install truffle and ganache-cli using npm as follows:

npm install -g truffle
npm install -g ganache-cli

Run

1. install dependencies

# contracts/ 
yarn install

1. deploy contracts and run tests

# contracts/ 
yarn test

Deployments

Network	ANNEngine	PAMEngine	SignedMath
Görli	0xF7584Ac4375890505ccAbe43927F061284Ff30dD	0xAd135adab829EEdc52a1c5c24741F4196f2D71A0	0xE9692a8E5eAaE6a01A82BB734A42cBA0A9b0541a
Kovan	0xF7584Ac4375890505ccAbe43927F061284Ff30dD	0xAd135adab829EEdc52a1c5c24741F4196f2D71A0	0xE9692a8E5eAaE6a01A82BB734A42cBA0A9b0541a
Rinkeby	0x53162Fd13940fD778F024982a756faa64CECf9a3	0xBDB1624D894A62b4fB3B3D9bE20b1F69Ba969cD4	0x27bd9D7c156AF2BC60e0B2b458D716e080066697
Ropsten	0x53162Fd13940fD778F024982a756faa64CECf9a3	0xBDB1624D894A62b4fB3B3D9bE20b1F69Ba969cD4	0x27bd9D7c156AF2BC60e0B2b458D716e080066697

Implemented Conventions

• Contract-Role-Sign-Convention (for PAM)
• Contract-Default-Convention

Business-Day-Count-Conventions

• SCF (Shift/Calculate following)
• SCMF (Shift/Calculate modified following)
• CSF (Calculate/Shift following)
• CSMF (Calculate/Shift modified following)
• SCP (Shift/Calculate preceding)
• SCMP (Shift/Calculate modified preceding)
• CSP (Calculate/Shift preceding)
• CSMP (Calculate/Shift modified preceding)

Year-Fraction-Conventions (Day-Count-Methods)

• A/AISDA (Actual Actual ISDA)
• A/360 (Actual Three Sixty)
• A/365 (Actual Three Sixty Five)
• 30E/360ISDA (Thirty E Three Sixty ISDA)
• 30E/360 (Thirty E Three Sixty)
• 30/360 (Thirty Three Sixty)
• BUS/252 (Business Two Fifty Two)
• 1/1

End-Of-Month-Conventions

• Same Day Shift
• End-Of-Month Shift