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Merge branch 'feature/certf' of https://github.com/atpar/ap-monorepo …
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…into feature/certf
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@jo-es
jo-es committed Jun 23, 2020
2 parents 87572d4 + 324d8e8 commit 9ae3c00
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Showing 33 changed files with 3,715 additions and 129 deletions.
36 changes: 34 additions & 2 deletions packages/ap-contracts/contracts/Core/Base/AssetRegistry/State/StateEncoder.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -31,6 +31,13 @@ library StateEncoder {
storeInPackedState(asset, "notionalScalingMultiplier", bytes32(state.notionalScalingMultiplier));
storeInPackedState(asset, "nextPrincipalRedemptionPayment", bytes32(state.nextPrincipalRedemptionPayment));
storeInPackedState(asset, "exerciseAmount", bytes32(state.exerciseAmount));

storeInPackedState(asset, "exerciseQuantity", bytes32(state.exerciseQuantity));
storeInPackedState(asset, "quantity", bytes32(state.quantity));
storeInPackedState(asset, "couponAmountFixed", bytes32(state.couponAmountFixed));
storeInPackedState(asset, "marginFactor", bytes32(state.marginFactor));
storeInPackedState(asset, "adjustmentFactor", bytes32(state.adjustmentFactor));
storeInPackedState(asset, "lastCouponDay", bytes32(state.lastCouponDay));
}

/**
Expand All @@ -51,6 +58,13 @@ library StateEncoder {
storeInPackedState(asset, "F_notionalScalingMultiplier", bytes32(state.notionalScalingMultiplier));
storeInPackedState(asset, "F_nextPrincipalRedemptionPayment", bytes32(state.nextPrincipalRedemptionPayment));
storeInPackedState(asset, "F_exerciseAmount", bytes32(state.exerciseAmount));

storeInPackedState(asset, "F_exerciseQuantity", bytes32(state.exerciseQuantity));
storeInPackedState(asset, "F_quantity", bytes32(state.quantity));
storeInPackedState(asset, "F_couponAmountFixed", bytes32(state.couponAmountFixed));
storeInPackedState(asset, "F_marginFactor", bytes32(state.marginFactor));
storeInPackedState(asset, "F_adjustmentFactor", bytes32(state.adjustmentFactor));
storeInPackedState(asset, "F_lastCouponDay", bytes32(state.lastCouponDay));
}

/**
Expand All @@ -64,14 +78,23 @@ library StateEncoder {
uint256(asset.packedState["maturityDate"]),
uint256(asset.packedState["exerciseDate"]),
uint256(asset.packedState["terminationDate"]),

uint256(asset.packedState["lastCouponDay"]),

int256(asset.packedState["notionalPrincipal"]),
int256(asset.packedState["accruedInterest"]),
int256(asset.packedState["feeAccrued"]),
int256(asset.packedState["nominalInterestRate"]),
int256(asset.packedState["interestScalingMultiplier"]),
int256(asset.packedState["notionalScalingMultiplier"]),
int256(asset.packedState["nextPrincipalRedemptionPayment"]),
int256(asset.packedState["exerciseAmount"])
int256(asset.packedState["exerciseAmount"]),

int256(asset.packedState["exerciseQuantity"]),
int256(asset.packedState["quantity"]),
int256(asset.packedState["couponAmountFixed"]),
int256(asset.packedState["marginFactor"]),
int256(asset.packedState["adjustmentFactor"])
);
}

Expand All @@ -86,14 +109,23 @@ library StateEncoder {
uint256(asset.packedState["F_maturityDate"]),
uint256(asset.packedState["F_exerciseDate"]),
uint256(asset.packedState["F_terminationDate"]),

uint256(asset.packedState["F_lastCouponDay"]),

int256(asset.packedState["F_notionalPrincipal"]),
int256(asset.packedState["F_accruedInterest"]),
int256(asset.packedState["F_feeAccrued"]),
int256(asset.packedState["F_nominalInterestRate"]),
int256(asset.packedState["F_interestScalingMultiplier"]),
int256(asset.packedState["F_notionalScalingMultiplier"]),
int256(asset.packedState["F_nextPrincipalRedemptionPayment"]),
int256(asset.packedState["F_exerciseAmount"])
int256(asset.packedState["F_exerciseAmount"]),

int256(asset.packedState["F_exerciseQuantity"]),
int256(asset.packedState["F_quantity"]),
int256(asset.packedState["F_couponAmountFixed"]),
int256(asset.packedState["F_marginFactor"]),
int256(asset.packedState["F_adjustmentFactor"])
);
}

Expand Down
270 changes: 146 additions & 124 deletions packages/ap-contracts/contracts/Core/CERTF/CERTFEncoder.sol
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1 change: 1 addition & 0 deletions packages/ap-contracts/contracts/external/Dependencies.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ import "@atpar/actus-solidity/contracts/Engines/ANN/ANNEngine.sol";
import "@atpar/actus-solidity/contracts/Engines/CEC/CECEngine.sol";
import "@atpar/actus-solidity/contracts/Engines/CEG/CEGEngine.sol";
import "@atpar/actus-solidity/contracts/Engines/PAM/PAMEngine.sol";
import "@atpar/actus-solidity/contracts/Engines/CERTF/CERTFEngine.sol";


contract Dependencies {}
36 changes: 36 additions & 0 deletions packages/ap-contracts/ts-bindings/ANNEngine.d.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -149,6 +149,7 @@ export class ANNEngine extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -157,6 +158,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
},
_event: string | number[],
externalData: string | number[]
Expand All @@ -167,6 +173,7 @@ export class ANNEngine extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -175,6 +182,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

computePayoffForEvent(
Expand Down Expand Up @@ -263,6 +275,7 @@ export class ANNEngine extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -271,6 +284,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
},
_event: string | number[],
externalData: string | number[]
Expand Down Expand Up @@ -360,6 +378,7 @@ export class ANNEngine extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -368,6 +387,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

computeNonCyclicScheduleSegment(
Expand Down Expand Up @@ -624,6 +648,7 @@ export class ANNEngine extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -632,6 +657,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
},
arg3: boolean,
arg4: {
Expand All @@ -641,6 +671,7 @@ export class ANNEngine extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -649,6 +680,11 @@ export class ANNEngine extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
}
): TransactionObject<boolean>;
};
Expand Down
30 changes: 30 additions & 0 deletions packages/ap-contracts/ts-bindings/ANNRegistry.d.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -77,6 +77,7 @@ export class ANNRegistry extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -85,6 +86,11 @@ export class ANNRegistry extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

getIntValueForStateAttribute(
Expand Down Expand Up @@ -126,6 +132,7 @@ export class ANNRegistry extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -134,6 +141,11 @@ export class ANNRegistry extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

getUintValueForStateAttribute(
Expand Down Expand Up @@ -230,6 +242,7 @@ export class ANNRegistry extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -238,6 +251,11 @@ export class ANNRegistry extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
}
): TransactionObject<void>;

Expand All @@ -250,6 +268,7 @@ export class ANNRegistry extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -258,6 +277,11 @@ export class ANNRegistry extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
}
): TransactionObject<void>;

Expand Down Expand Up @@ -348,6 +372,7 @@ export class ANNRegistry extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -356,6 +381,11 @@ export class ANNRegistry extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
},
schedule: (string | number[])[],
ownership: {
Expand Down
24 changes: 24 additions & 0 deletions packages/ap-contracts/ts-bindings/BaseRegistry.d.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -103,6 +103,7 @@ export class BaseRegistry extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -111,6 +112,11 @@ export class BaseRegistry extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

getIntValueForForTermsAttribute(
Expand Down Expand Up @@ -162,6 +168,7 @@ export class BaseRegistry extends Contract {
maturityDate: string;
exerciseDate: string;
terminationDate: string;
lastCouponDay: string;
notionalPrincipal: string;
accruedInterest: string;
feeAccrued: string;
Expand All @@ -170,6 +177,11 @@ export class BaseRegistry extends Contract {
notionalScalingMultiplier: string;
nextPrincipalRedemptionPayment: string;
exerciseAmount: string;
exerciseQuantity: string;
quantity: string;
couponAmountFixed: string;
marginFactor: string;
adjustmentFactor: string;
}>;

getUIntValueForForTermsAttribute(
Expand Down Expand Up @@ -259,6 +271,7 @@ export class BaseRegistry extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -267,6 +280,11 @@ export class BaseRegistry extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
}
): TransactionObject<void>;

Expand All @@ -279,6 +297,7 @@ export class BaseRegistry extends Contract {
maturityDate: number | string;
exerciseDate: number | string;
terminationDate: number | string;
lastCouponDay: number | string;
notionalPrincipal: number | string;
accruedInterest: number | string;
feeAccrued: number | string;
Expand All @@ -287,6 +306,11 @@ export class BaseRegistry extends Contract {
notionalScalingMultiplier: number | string;
nextPrincipalRedemptionPayment: number | string;
exerciseAmount: number | string;
exerciseQuantity: number | string;
quantity: number | string;
couponAmountFixed: number | string;
marginFactor: number | string;
adjustmentFactor: number | string;
}
): TransactionObject<void>;

Expand Down
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