ACTUS Solidity

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

• NPM (>=6.8.0)
• truffle and ganache-cli
• jq (only for generating artifacts)

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

Run

1. install dependencies

# contracts/
yarn install

2. deploy contracts and run tests

# contracts/
yarn test

Deployments

Network	FloatMath	PAMEngine
Görli	0x9240caa74A84C9b0648A1FB1fa5a7F4d9250C313	0x598e2Ea93b68F8a0B5fDb259E81ee59f10f7ac4A
Kovan	0xd48E171D4869271e0ED90C7B0F131a01988ab50e	0xF3cff5a88aFf021976bb1Fa421Ed2f5d4C299E32
Rinkeby	0xd48E171D4869271e0ED90C7B0F131a01988ab50e	0xF3cff5a88aFf021976bb1Fa421Ed2f5d4C299E32
Ropsten	0xd48E171D4869271e0ED90C7B0F131a01988ab50e	0xF3cff5a88aFf021976bb1Fa421Ed2f5d4C299E32

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)
• 1/1

End-Of-Month-Conventions

• Same Day Shift
• End-Of-Month Shift