fix sd

IntersectMBO · Aug 3, 2020 · 09bdab9 · 09bdab9
1 parent 3dcbeb6
commit 09bdab9
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Showing 3 changed files with 5 additions and 5 deletions.
diff --git a/marlowe-actus/src/Language/Marlowe/ACTUS/Generator.hs b/marlowe-actus/src/Language/Marlowe/ACTUS/Generator.hs
@@ -164,6 +164,6 @@ genFsContract terms =
             $ if (isNothing pof) then cont
               else if  r > 0.0   then invoice "party" "counterparty" (UseValue $ payoffAt t) date cont
               else                    invoice "counterparty" "party" (NegValue $ UseValue $ payoffAt t) date cont
-            where pof = (payoffFs ev terms t (t - 1) (cashCalculationDay cf))
+            where pof = (payoffFs ev terms t (t - 1) prevDate (cashCalculationDay cf))
         scheduleAcc = foldr gen Close $ L.zip6 schedCfs previousDates schedEvents schedDates cfsDirections [1..]
     in inititializeStateFs terms scheduleAcc
diff --git a/marlowe-actus/src/Language/Marlowe/ACTUS/Model/POF/PayoffFs.hs b/marlowe-actus/src/Language/Marlowe/ACTUS/Model/POF/PayoffFs.hs
@@ -12,8 +12,8 @@ import           Language.Marlowe.ACTUS.Model.POF.PayoffModel      (_POF_FP_PAM,
 import           Language.Marlowe.ACTUS.Ops                        (YearFractionOps (_y), ActusNum(..), marloweFixedPoint)
 import           Prelude                                          hiding (Fractional, Num, (*), (+), (-), (/))
 
-payoffFs :: EventType -> ContractTerms -> Integer -> Integer -> Day -> Maybe (Value Observation)
-payoffFs ev ContractTerms{..} t t_minus curDate =
+payoffFs :: EventType -> ContractTerms -> Integer -> Integer -> Day -> Day -> Maybe (Value Observation)
+payoffFs ev ContractTerms{..} t t_minus prevDate curDate =
     let __NT              = constnt ct_NT
         __PDIED           = constnt ct_PDIED
         __PYTP            = enum ct_PYTP
@@ -34,7 +34,7 @@ payoffFs ev ContractTerms{..} t t_minus curDate =
         __fac             = useval "fac" t_minus
         __ipnr            = useval "ipnr" t_minus
 
-        y_sd_t = constnt $ _y ct_DCC ct_SD curDate undefined
+        y_sd_t            = constnt $ _y ct_DCC prevDate curDate ct_MD
 
         pof = case contractType of
             PAM -> case ev of

diff --git a/marlowe-actus/src/Language/Marlowe/ACTUS/Model/STF/StateTransitionFs.hs b/marlowe-actus/src/Language/Marlowe/ACTUS/Model/STF/StateTransitionFs.hs
@@ -62,7 +62,7 @@ stateTransitionFs ev terms@ContractTerms{..} t prevDate curDate continue =
         addComment cont    = case ev of 
             IED -> letval "IED" t (constnt 0) cont
             MD -> letval "MD" t (constnt 0) cont
-            IP -> letval ("IP:" ++ (show curDate)) t (constnt 0) cont 
+            IP -> letval ("IP:" ++ (show curDate) ++ (show prevDate)) t (constnt 0) cont 
             RR -> letval ("RR:" ++ (show curDate)) t (constnt 0) cont 
             FP -> letval ("FP:" ++ (show curDate)) t (constnt 0) cont
             _ -> cont