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actusfrf
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actus-techspecs
The ACTUS technical specifications
Creative Commons Attribution Share Alike 4.0 International
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Default time zone
#47
paluh
opened
1 year ago
0
Enable discussions?
#46
microprediction
opened
2 years ago
0
Rename SCIXSD to SCCDD
#45
cheezus1
opened
3 years ago
0
Rename IPCB to IPCBA
#44
martini-source
opened
4 years ago
0
Rename PR to MD in CLM
#43
martini-source
opened
4 years ago
0
merge master into dev
#42
nbundi
closed
4 years ago
0
Add XD event to CLM
#41
nbundi
opened
4 years ago
0
Merge dev into master
#40
nbundi
closed
4 years ago
0
Prepayment event needs to update terminationDate state
#39
nbundi
opened
4 years ago
0
align contractStructure section with dictionary
#38
nbundi
closed
4 years ago
0
add UDL, UDLP and UDLM to contract role conventions
#37
nbundi
closed
4 years ago
0
rename state Tmd to maturityDate (md)
#36
nbundi
closed
4 years ago
0
DVMO is not a term but referenced in STK contract
#35
nbundi
closed
4 years ago
0
Add "matured" and other missing states to contractPerformance state variables
#34
nbundi
opened
4 years ago
0
Indicate sequence of applying conventions
#33
nbundi
opened
4 years ago
0
Update Tmd state variable with amortizing instrument's STF
#32
nbundi
opened
4 years ago
0
Fix CE event generation and STF
#31
nbundi
opened
4 years ago
0
CEG and CEC STF of PRD event typo
#30
nbundi
closed
4 years ago
0
RRLC and RRLF missing in SWPPV RR event
#29
nbundi
closed
4 years ago
1
Typo in STF of RRF event for LAX
#28
nbundi
closed
4 years ago
0
Split RR update in fixing event and updating event
#27
nbundi
opened
4 years ago
0
Terms typo in PAM (and other contracts?)
#26
nbundi
closed
4 years ago
1
Clean up state variable initialization
#25
nbundi
opened
4 years ago
0
add principal redemption amount (PRNXT) calculation convention
#24
nbundi
opened
4 years ago
1
Introduce event netting function
#23
nbundi
opened
4 years ago
0
Add string concat as utility function
#22
nbundi
closed
4 years ago
0
Can SWAPS handle delivery vs payment?
#21
retotrinkler
opened
4 years ago
0
Settlement of payments dependent on CUR/CURS rather than CURS
#20
nbundi
closed
4 years ago
1
Missing `TD` event in `UMP`
#19
retotrinkler
opened
4 years ago
0
Missing `call` option in `CLM`
#18
retotrinkler
opened
4 years ago
1
Typo in PAM contract.
#17
brunoffranca
closed
4 years ago
2
implement CNO role for CEC contract
#16
nbundi
opened
4 years ago
0
Bugfix/issue 10 last redemption event
#15
nbundi
closed
4 years ago
0
Typo in the Annuity amount function definition
#14
brunoffranca
closed
4 years ago
1
Contract Role Sign Convention utility function missing a value.
#13
brunoffranca
closed
4 years ago
1
Non-existing reference
#12
brunoffranca
closed
4 years ago
1
Streamline specs and dictionary leading to v1.1
#11
nbundi
closed
5 years ago
0
fix final PR payment for amortizing instruments
#10
nbundi
closed
4 years ago
1
fix IP/PR event sequence
#9
nbundi
closed
4 years ago
1
Merge Margining feature branch into master
#8
nbundi
closed
5 years ago
0
Add Rounding Convention
#7
nbundi
opened
5 years ago
0
Contract structure implementation
#6
nbundi
closed
5 years ago
0
event payoff f(e) needs to define units of value
#5
nbundi
opened
5 years ago
0
add glossary
#4
nbundi
opened
6 years ago
0
make stf/pof references hyperlinks
#3
nbundi
opened
6 years ago
0
fix broken section/fig/etc references
#2
nbundi
closed
6 years ago
0
add copyrights footer
#1
nbundi
closed
6 years ago
0