{ "contractName": "ANNSTF", "abi": [ { "inputs": [], "name": "MAX_CYCLE_SIZE", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "view", "type": "function" }, { "inputs": [], "name": "MAX_EVENT_SCHEDULE_SIZE", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "view", "type": "function" }, { "inputs": [], "name": "ONE_POINT_ZERO", "outputs": [ { "internalType": "int256", "name": "", "type": "int256" } ], "stateMutability": "view", "type": "function" }, { "inputs": [], "name": "PRECISION", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "view", "type": "function" }, { "inputs": [ { "internalType": "enum EndOfMonthConvention", "name": "eomc", "type": "uint8" }, { "internalType": "uint256", "name": "startTime", "type": "uint256" }, { "components": [ { "internalType": "uint256", "name": "i", "type": "uint256" }, { "internalType": "enum P", "name": "p", "type": "uint8" }, { "internalType": "enum S", "name": "s", "type": "uint8" }, { "internalType": "bool", "name": "isSet", "type": "bool" } ], "internalType": "struct IPS", "name": "cycle", "type": "tuple" } ], "name": "adjustEndOfMonthConvention", "outputs": [ { "internalType": "enum EndOfMonthConvention", "name": "", "type": "uint8" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "bytes32", "name": "_event", "type": "bytes32" }, { "internalType": "enum BusinessDayConvention", "name": "bdc", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" } ], "name": "computeEventTimeForEvent", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "bytes32", "name": "_event", "type": "bytes32" } ], "name": "decodeEvent", "outputs": [ { "internalType": "enum EventType", "name": "", "type": "uint8" }, { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "enum EventType", "name": "eventType", "type": "uint8" }, { "internalType": "uint256", "name": "scheduleTime", "type": "uint256" } ], "name": "encodeEvent", "outputs": [ { "internalType": "bytes32", "name": "", "type": "bytes32" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "enum EventType", "name": "eventType", "type": "uint8" } ], "name": "getEpochOffset", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "uint256", "name": "timestamp", "type": "uint256" }, { "internalType": "enum BusinessDayConvention", "name": "convention", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" } ], "name": "shiftCalcTime", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "uint256", "name": "timestamp", "type": "uint256" }, { "internalType": "enum BusinessDayConvention", "name": "convention", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" } ], "name": "shiftEventTime", "outputs": [ { "internalType": "uint256", "name": "", "type": "uint256" } ], "stateMutability": "pure", "type": "function" } ], "metadata": "{\"compiler\":{\"version\":\"0.6.11+commit.5ef660b1\"},\"language\":\"Solidity\",\"output\":{\"abi\":[{\"inputs\":[],\"name\":\"MAX_CYCLE_SIZE\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"MAX_EVENT_SCHEDULE_SIZE\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"ONE_POINT_ZERO\",\"outputs\":[{\"internalType\":\"int256\",\"name\":\"\",\"type\":\"int256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"PRECISION\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"enum EndOfMonthConvention\",\"name\":\"eomc\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"startTime\",\"type\":\"uint256\"},{\"components\":[{\"internalType\":\"uint256\",\"name\":\"i\",\"type\":\"uint256\"},{\"internalType\":\"enum P\",\"name\":\"p\",\"type\":\"uint8\"},{\"internalType\":\"enum S\",\"name\":\"s\",\"type\":\"uint8\"},{\"internalType\":\"bool\",\"name\":\"isSet\",\"type\":\"bool\"}],\"internalType\":\"struct IPS\",\"name\":\"cycle\",\"type\":\"tuple\"}],\"name\":\"adjustEndOfMonthConvention\",\"outputs\":[{\"internalType\":\"enum EndOfMonthConvention\",\"name\":\"\",\"type\":\"uint8\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"bytes32\",\"name\":\"_event\",\"type\":\"bytes32\"},{\"internalType\":\"enum BusinessDayConvention\",\"name\":\"bdc\",\"type\":\"uint8\"},{\"internalType\":\"enum Calendar\",\"name\":\"calendar\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"}],\"name\":\"computeEventTimeForEvent\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"bytes32\",\"name\":\"_event\",\"type\":\"bytes32\"}],\"name\":\"decodeEvent\",\"outputs\":[{\"internalType\":\"enum EventType\",\"name\":\"\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"enum EventType\",\"name\":\"eventType\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"scheduleTime\",\"type\":\"uint256\"}],\"name\":\"encodeEvent\",\"outputs\":[{\"internalType\":\"bytes32\",\"name\":\"\",\"type\":\"bytes32\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"enum EventType\",\"name\":\"eventType\",\"type\":\"uint8\"}],\"name\":\"getEpochOffset\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint256\",\"name\":\"timestamp\",\"type\":\"uint256\"},{\"internalType\":\"enum BusinessDayConvention\",\"name\":\"convention\",\"type\":\"uint8\"},{\"internalType\":\"enum Calendar\",\"name\":\"calendar\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"}],\"name\":\"shiftCalcTime\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint256\",\"name\":\"timestamp\",\"type\":\"uint256\"},{\"internalType\":\"enum BusinessDayConvention\",\"name\":\"convention\",\"type\":\"uint8\"},{\"internalType\":\"enum Calendar\",\"name\":\"calendar\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"}],\"name\":\"shiftEventTime\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"}],\"devdoc\":{\"kind\":\"dev\",\"methods\":{\"adjustEndOfMonthConvention(uint8,uint256,(uint256,uint8,uint8,bool))\":{\"details\":\"The following is considered to dertermine if schedule dates are shifted to the end of month: - The convention SD (same day) means not adjusting, EM (end of month) means adjusting - Dates are only shifted if the schedule start date is an end-of-month date - Dates are only shifted if the schedule cycle is based on an \\\"M\\\" period unit or multiple thereof\",\"params\":{\"cycle\":\"the cycle struct\",\"eomc\":\"the end of month convention to adjust\",\"startTime\":\"timestamp of the cycle start\"},\"returns\":{\"_0\":\"the adjusted end of month convention\"}},\"computeEventTimeForEvent(bytes32,uint8,uint8,uint256)\":{\"details\":\"For optimization reasons not located in EventUtil by applying the BDC specified in the terms\"}},\"title\":\"STF\",\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{\"adjustEndOfMonthConvention(uint8,uint256,(uint256,uint8,uint8,bool))\":{\"notice\":\"This function makes an adjustment on the end of month convention.\"},\"computeEventTimeForEvent(bytes32,uint8,uint8,uint256)\":{\"notice\":\"Returns the event time for a given schedule time\"},\"getEpochOffset(uint8)\":{\"notice\":\"Returns the epoch offset for a given event type to determine the correct order of events if multiple events have the same timestamp\"},\"shiftCalcTime(uint256,uint8,uint8,uint256)\":{\"notice\":\"Used in POFs and STFs for DCFs. No shifting is applied if a Calc/Shift instead of Shift/Calc BDC is provided.\"}},\"notice\":\"Contains all state transition functions (STFs) currently used by all Engines\",\"version\":1}},\"settings\":{\"compilationTarget\":{\"@atpar/actus-solidity/contracts/Engines/ANN/ANNSTF.sol\":\"ANNSTF\"},\"evmVersion\":\"istanbul\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":200},\"remappings\":[]},\"sources\":{\"@atpar/actus-solidity/contracts/Core/ACTUSConstants.sol\":{\"keccak256\":\"0xd7588866afdab6298dd5b64c5fe0ca63230236538d711932e7a5a17928d1226b\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://2a0678d5f895239119f463a3ae8a58c5c27b872c91db1cd4253ce5866481c6cd\",\"dweb:/ipfs/QmPXsMXFf1Qar8JCnKTL6Nizf63sZEQQt7XosrdeEnG2CE\"]},\"@atpar/actus-solidity/contracts/Core/ACTUSTypes.sol\":{\"keccak256\":\"0x4374a4c79ef02bb008994431870badedd532d09639fef8d7378039faee88d4dd\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://c0d32929c237f8d04ff4117611292f874bb1dd785b8ec94c04389d608c11481c\",\"dweb:/ipfs/QmVu3awVGWDvqMCjPhmzcCQCRg4VNr5XxcDRWDECTr17TV\"]},\"@atpar/actus-solidity/contracts/Core/Conventions/BusinessDayConventions.sol\":{\"keccak256\":\"0xb67309595d06a957324467896ed9ece5db6c064a40733528d2405593d083f358\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://a77e96b548901c4ee87943de5a7093d178bffe1daa72b6e303ddc1fac93f5173\",\"dweb:/ipfs/QmctKP5Hp7B4YtzzC5q3cRJJiiPS4a5US6vpHDb94paaFT\"]},\"@atpar/actus-solidity/contracts/Core/Conventions/ContractRoleConventions.sol\":{\"keccak256\":\"0x0e86e103607557626fc092ae2c9e2ea643115640a0b212ec34ef074edb3cc048\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://91386c9f6d3f83f6712eb0cb6378cfb7de4ef9745280e4ac7e12bad1dd97c4b3\",\"dweb:/ipfs/QmSJ9EoPorkSrhKSNhM9WBYMTtYuLqjHCpPThf8KHWRp7r\"]},\"@atpar/actus-solidity/contracts/Core/Conventions/DayCountConventions.sol\":{\"keccak256\":\"0x7147f1662bbd8abd04dffe454db3743828bae4476621ff158c94dd967b8573e1\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://d3be9ed484ad75d87b485d7c779d72b980c711735ed7e2ebc9622949a51857a0\",\"dweb:/ipfs/QmVdyMD4PW8wMdhbxoQBqAVNNN7fRwvpTVpCWKBLbLoqmh\"]},\"@atpar/actus-solidity/contracts/Core/Conventions/EndOfMonthConventions.sol\":{\"keccak256\":\"0xe004912bd32ef22ac6ee91f35a3855b06492d8a89f585f1a508c1c26349fd880\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://e70d558bee746b797cdcadf84d5c9cd1b77fc6e99a089524ecaeb91201c71dcd\",\"dweb:/ipfs/QmcxpSKn5ZG4DPrSkm1Pxd21So6NKcHdiX5zfpExD5eLpv\"]},\"@atpar/actus-solidity/contracts/Core/Core.sol\":{\"keccak256\":\"0x0863cccef5f0e90e295c9b913a7d18b7e029cbd33179d4d23b2e5c8479b2077b\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://d7a9fb13a29e64eaad1e97129952d23c6be6e2c5224dfdd0b62766330b05efd1\",\"dweb:/ipfs/QmUyTmuSfv3kDw4wGrP7ZemJJcxWRNRPYvwNc3WEC1YWoR\"]},\"@atpar/actus-solidity/contracts/Core/SignedMath.sol\":{\"keccak256\":\"0x179745be164f4540d848a50eeb8aea4ec3a0ddabc50f4c122c41ec0463e849c7\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://e1088b178902de60c611c2dffd2c8943cc7b68988c9083936b760864775db7da\",\"dweb:/ipfs/QmV9XYTU6a8nPzoJv9FjRV4Z2rfbymGGARmzka57ydD1FG\"]},\"@atpar/actus-solidity/contracts/Core/Utils/CycleUtils.sol\":{\"keccak256\":\"0x230700c45141dbc7973f813d1eae8ea2fe3a804489b7f29f46d44ac5d5f12048\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://a2bebe3ddd62e9c2ede6a298ef956b8315198da601223a3900d07490dab3b7f1\",\"dweb:/ipfs/QmWyQxUsCjGMRKmxseE61qaipeqHVcZ6tLhVXvLfKnFkxo\"]},\"@atpar/actus-solidity/contracts/Core/Utils/EventUtils.sol\":{\"keccak256\":\"0x9995f89d4c5981ed389e941f578414eb901a4fde0b2eb5d815a43d86a9f53d98\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://bc3b3a4f33554f80e19328158ff913d700ff8133d08f434b33a846852cb927dd\",\"dweb:/ipfs/QmawYPv9PguBqrFN5YquvUvbYC2MdtTC4Zkyj3uGxiieHW\"]},\"@atpar/actus-solidity/contracts/Core/Utils/PeriodUtils.sol\":{\"keccak256\":\"0xb549e34dc631989f8aae1b8a397bf77598b8c018860645a627d2929229543a79\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://8a0ef5e2ad69ef87b9fc2beeed66336b3857c576efb9833b40a1be2ee35786fc\",\"dweb:/ipfs/QmT33MWqdjecGoPj8Js6a5fgESTcGW5vbQqYamKRDJZnhS\"]},\"@atpar/actus-solidity/contracts/Core/Utils/Utils.sol\":{\"keccak256\":\"0xeb3b016061350187b61618b1f0fed88e3dcc6feb8098a873ac55ae861a61a280\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://eff5591bd3ea0d66b85c0d0ed9d92388946f6ee67e8079656a828cc7a94d6bf1\",\"dweb:/ipfs/QmZPfJpENC62LEZWqWDnu8LmTrrv6CDtJkbTdQtdNpuDds\"]},\"@atpar/actus-solidity/contracts/Engines/ANN/ANNSTF.sol\":{\"keccak256\":\"0xa6fa7d9a4c8592f75882b524935574fd588883f0edac6b031862d31021562e6a\",\"license\":\"Apache-2.0\",\"urls\":[\"bzz-raw://02386a4467a8467a236011278233ee73cbe6de19f0d71b468fe6452115d9119f\",\"dweb:/ipfs/Qmabu5NUufPypeGtAPTbYTaTosNkEfpSZWMZfYHkjKQvox\"]},\"@atpar/actus-solidity/contracts/external/BokkyPooBah/BokkyPooBahsDateTimeLibrary.sol\":{\"keccak256\":\"0x679533db9ba3257086015c0435c7d0de7a0a2f352a9de725db294e3f42c17391\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://1c586a5d8d9a654840c3655ccd4e47458d1e781c7542ec6fd2c29638b0dee57d\",\"dweb:/ipfs/QmeoQpnTMU4pa4iwKJcKmbNm7P54UCxux2G9rJyTCyq8GZ\"]},\"openzeppelin-solidity/contracts/math/SafeMath.sol\":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"source": "// \"SPDX-License-Identifier: Apache-2.0\"\npragma solidity ^0.6.11;\npragma experimental ABIEncoderV2;\n\nimport \"../../Core/Core.sol\";\n\n\n/**\n * @title STF\n * @notice Contains all state transition functions (STFs) currently used by all Engines\n */\ncontract ANNSTF is Core {\n\n /**\n * State transition for PAM analysis events\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_NE (\n ANNTerms memory /* terms */,\n State memory state,\n uint256 /* scheduleTime */,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n return state;\n }\n\n /**\n * State transition for PAM analysis events\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_AD (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM fee payment events\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_FP (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = 0;\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM principal prepayment\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_PP (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n // state.notionalPrincipal -= 0; // riskFactor not supported\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM penalty payments\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_PY (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM fixed rate resets\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_RRF (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.nominalInterestRate = terms.nextResetRate;\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM termination events\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_TD (\n ANNTerms memory /* terms */,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n state.notionalPrincipal = 0;\n state.nominalInterestRate = 0;\n state.accruedInterest = 0;\n state.feeAccrued = 0;\n state.contractPerformance = ContractPerformance.TD;\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n /**\n * State transition for PAM credit events\n * @param state the old state\n * @return the new state\n */\n function STF_ANN_CE (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 externalData\n )\n internal\n pure\n returns(State memory)\n {\n // handle maturity date\n uint256 nonPerformingDate = (state.nonPerformingDate == 0)\n ? shiftEventTime(\n scheduleTime,\n terms.businessDayConvention,\n terms.calendar,\n terms.maturityDate\n ) : state.nonPerformingDate;\n\n uint256 currentTimestamp = uint256(externalData);\n\n bool isInGracePeriod = false;\n if (terms.gracePeriod.isSet) {\n uint256 graceDate = getTimestampPlusPeriod(terms.gracePeriod, nonPerformingDate);\n if (currentTimestamp <= graceDate) {\n state.contractPerformance = ContractPerformance.DL;\n isInGracePeriod = true;\n }\n }\n\n if (terms.delinquencyPeriod.isSet && !isInGracePeriod) {\n uint256 delinquencyDate = getTimestampPlusPeriod(terms.delinquencyPeriod, nonPerformingDate);\n if (currentTimestamp <= delinquencyDate) {\n state.contractPerformance = ContractPerformance.DQ;\n } else {\n state.contractPerformance = ContractPerformance.DF;\n }\n }\n\n if (state.nonPerformingDate == 0) {\n // handle maturity date\n state.nonPerformingDate = shiftEventTime(\n scheduleTime,\n terms.businessDayConvention,\n terms.calendar,\n terms.maturityDate\n );\n }\n\n return state;\n }\n\n function STF_ANN_IED (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n state.notionalPrincipal = roleSign(terms.contractRole) * terms.notionalPrincipal;\n state.nominalInterestRate = terms.nominalInterestRate;\n state.statusDate = scheduleTime;\n state.accruedInterest = terms.accruedInterest;\n\n return state;\n }\n\n function STF_ANN_IPCI (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n )\n );\n state.accruedInterest = 0;\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n function STF_ANN_IP (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = 0;\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n function STF_ANN_PR (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.notionalPrincipal = state.notionalPrincipal\n .sub(\n roleSign(terms.contractRole)\n * (\n roleSign(terms.contractRole)\n * state.notionalPrincipal\n )\n .min(\n roleSign(terms.contractRole)\n * (\n state.nextPrincipalRedemptionPayment\n .sub(state.accruedInterest)\n )\n )\n );\n\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n function STF_ANN_MD (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.notionalPrincipal = 0.0;\n state.contractPerformance = ContractPerformance.MD;\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n function STF_ANN_RR (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 externalData\n )\n internal\n pure\n returns (State memory)\n {\n // riskFactor not supported\n int256 rate = int256(externalData) * terms.rateMultiplier + terms.rateSpread;\n int256 deltaRate = rate.sub(state.nominalInterestRate);\n\n // apply period cap/floor\n if ((terms.lifeCap < deltaRate) && (terms.lifeCap < ((-1) * terms.periodFloor))) {\n deltaRate = terms.lifeCap;\n } else if (deltaRate < ((-1) * terms.periodFloor)) {\n deltaRate = ((-1) * terms.periodFloor);\n }\n rate = state.nominalInterestRate.add(deltaRate);\n\n // apply life cap/floor\n if (terms.lifeCap < rate && terms.lifeCap < terms.lifeFloor) {\n rate = terms.lifeCap;\n } else if (rate < terms.lifeFloor) {\n rate = terms.lifeFloor;\n }\n\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.nominalInterestRate = rate;\n state.nextPrincipalRedemptionPayment = 0; // annuity calculator not supported\n state.statusDate = scheduleTime;\n\n return state;\n }\n\n function STF_ANN_SC (\n ANNTerms memory terms,\n State memory state,\n uint256 scheduleTime,\n bytes32 /* externalData */\n )\n internal\n pure\n returns (State memory)\n {\n int256 timeFromLastEvent;\n {\n timeFromLastEvent = yearFraction(\n shiftCalcTime(state.statusDate, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n shiftCalcTime(scheduleTime, terms.businessDayConvention, terms.calendar, terms.maturityDate),\n terms.dayCountConvention,\n terms.maturityDate\n );\n }\n state.accruedInterest = state.accruedInterest\n .add(\n state.nominalInterestRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n state.feeAccrued = state.feeAccrued\n .add(\n terms.feeRate\n .floatMult(state.notionalPrincipal)\n .floatMult(timeFromLastEvent)\n );\n\n if ((terms.scalingEffect == ScalingEffect.I00) || (terms.scalingEffect == ScalingEffect.IN0)) {\n state.interestScalingMultiplier = 0; // riskFactor not supported\n }\n if ((terms.scalingEffect == ScalingEffect._0N0) || (terms.scalingEffect == ScalingEffect.IN0)) {\n state.notionalScalingMultiplier = 0; // riskFactor not supported\n }\n\n state.statusDate = scheduleTime;\n\n return state;\n }\n}\n", "sourcePath": "@atpar/actus-solidity/contracts/Engines/ANN/ANNSTF.sol", "ast": { "absolutePath": "@atpar/actus-solidity/contracts/Engines/ANN/ANNSTF.sol", "exportedSymbols": { "ANNSTF": [ 28167 ] }, "id": 28168, "license": "Apache-2.0", "nodeType": "SourceUnit", "nodes": [ { "id": 26734, "literals": [ "solidity", "^", "0.6", ".11" ], "nodeType": "PragmaDirective", "src": "41:24:87" }, { "id": 26735, "literals": [ "experimental", "ABIEncoderV2" ], "nodeType": "PragmaDirective", "src": "66:33:87" }, { "absolutePath": "@atpar/actus-solidity/contracts/Core/Core.sol", "file": "../../Core/Core.sol", "id": 26736, "nodeType": "ImportDirective", "scope": 28168, "sourceUnit": 24036, "src": "101:29:87", "symbolAliases": [], "unitAlias": "" }, { "abstract": false, "baseContracts": [ { "arguments": null, "baseName": { "contractScope": null, "id": 26738, "name": "Core", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 24035, "src": "262:4:87", "typeDescriptions": { "typeIdentifier": "t_contract$_Core_$24035", "typeString": "contract Core" } }, "id": 26739, "nodeType": "InheritanceSpecifier", "src": "262:4:87" } ], "contractDependencies": [ 22465, 23277, 23340, 23895, 24013, 24035, 24668, 24758, 24885, 24931 ], "contractKind": "contract", "documentation": { "id": 26737, "nodeType": "StructuredDocumentation", "src": "133:109:87", "text": " @title STF\n @notice Contains all state transition functions (STFs) currently used by all Engines" }, "fullyImplemented": true, "id": 28167, "linearizedBaseContracts": [ 28167, 24035, 24931, 24668, 24885, 24013, 23895, 23340, 22465, 24758, 23277 ], "name": "ANNSTF", "nodeType": "ContractDefinition", "nodes": [ { "body": { "id": 26755, "nodeType": "Block", "src": "630:29:87", "statements": [ { "expression": { "argumentTypes": null, "id": 26753, "name": "state", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 26744, "src": "647:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State memory" } }, "functionReturnParameters": 26752, "id": 26754, "nodeType": "Return", "src": "640:12:87" } ] }, "documentation": { "id": 26740, "nodeType": "StructuredDocumentation", "src": "274:122:87", "text": " State transition for PAM analysis events\n @param state the old state\n @return the new state" }, "id": 26756, "implemented": true, "kind": "function", "modifiers": [], "name": "STF_ANN_NE", "nodeType": "FunctionDefinition", "overrides": null, "parameters": { "id": 26749, "nodeType": "ParameterList", "parameters": [ { "constant": false, "id": 26742, "mutability": "mutable", "name": "", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26756, "src": "431:15:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_memory_ptr", "typeString": "struct ANNTerms" }, "typeName": { "contractScope": null, "id": 26741, "name": "ANNTerms", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 22768, "src": "431:8:87", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_storage_ptr", "typeString": "struct ANNTerms" } }, "value": null, "visibility": "internal" }, { "constant": false, "id": 26744, "mutability": "mutable", "name": "state", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26756, "src": "468:18:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State" }, "typeName": { "contractScope": null, "id": 26743, "name": "State", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 22673, "src": "468:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_storage_ptr", "typeString": "struct State" } }, "value": null, "visibility": "internal" }, { "constant": false, "id": 26746, "mutability": "mutable", "name": "", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26756, "src": "496:7:87", "stateVariable": false, "storageLocation": "default", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" }, "typeName": { "id": 26745, "name": "uint256", "nodeType": "ElementaryTypeName", "src": "496:7:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } }, "value": null, "visibility": "internal" }, { "constant": false, "id": 26748, "mutability": "mutable", "name": "", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26756, "src": "532:7:87", "stateVariable": false, "storageLocation": "default", "typeDescriptions": { "typeIdentifier": "t_bytes32", "typeString": "bytes32" }, "typeName": { "id": 26747, "name": "bytes32", "nodeType": "ElementaryTypeName", "src": "532:7:87", "typeDescriptions": { "typeIdentifier": "t_bytes32", "typeString": "bytes32" } }, "value": null, "visibility": "internal" } ], "src": "421:143:87" }, "returnParameters": { "id": 26752, "nodeType": "ParameterList", "parameters": [ { "constant": false, "id": 26751, "mutability": "mutable", "name": "", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26756, "src": "612:12:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State" }, "typeName": { "contractScope": null, "id": 26750, "name": "State", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 22673, "src": "612:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_storage_ptr", "typeString": "struct State" } }, "value": null, "visibility": "internal" } ], "src": "611:14:87" }, "scope": 28167, "src": "401:258:87", "stateMutability": "pure", "virtual": false, "visibility": "internal" }, { "body": { "id": 26846, "nodeType": "Block", "src": "1009:879:87", "statements": [ { "assignments": [ 26771 ], "declarations": [ { "constant": false, "id": 26771, "mutability": "mutable", "name": "timeFromLastEvent", "nodeType": "VariableDeclaration", "overrides": null, "scope": 26846, "src": "1019:24:87", "stateVariable": false, "storageLocation": "default", "typeDescriptions": { "typeIdentifier": "t_int256", "typeString": "int256" }, "typeName": { "id": 26770, "name": "int256", "nodeType": "ElementaryTypeName", "src": "1019:6:87", "typeDescriptions": { "typeIdentifier": "t_int256", "typeString": "int256" } }, "value": null, "visibility": "internal" } ], "id": 26772, "initialValue": null, "nodeType": "VariableDeclarationStatement", "src": "1019:24:87" }, { "id": 26801, "nodeType": "Block", "src": "1053:373:87", "statements": 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"nodeType": "MemberAccess", "referencedDeclaration": 22636, "src": "1131:16:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } }, { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 26778, "name": "terms", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 26759, "src": "1149:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_memory_ptr", "typeString": "struct ANNTerms memory" } }, "id": 26779, "isConstant": false, "isLValue": true, "isPure": false, "lValueRequested": false, "memberName": "businessDayConvention", "nodeType": "MemberAccess", "referencedDeclaration": 22683, "src": "1149:27:87", "typeDescriptions": { "typeIdentifier": "t_enum$_BusinessDayConvention_$22503", "typeString": "enum BusinessDayConvention" } }, { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 26780, "name": "terms", "nodeType": "Identifier", "overloadedDeclarations": [], 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"1194:18:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } } ], "expression": { "argumentTypes": [ { "typeIdentifier": "t_uint256", "typeString": "uint256" }, { "typeIdentifier": "t_enum$_BusinessDayConvention_$22503", "typeString": "enum BusinessDayConvention" }, { "typeIdentifier": "t_enum$_Calendar_$22506", "typeString": "enum Calendar" }, { "typeIdentifier": "t_uint256", "typeString": "uint256" } ], "id": 26775, "name": "shiftCalcTime", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 23056, "src": "1117:13:87", "typeDescriptions": { "typeIdentifier": "t_function_internal_pure$_t_uint256_$_t_enum$_BusinessDayConvention_$22503_$_t_enum$_Calendar_$22506_$_t_uint256_$returns$_t_uint256_$", "typeString": "function (uint256,enum BusinessDayConvention,enum Calendar,uint256) pure returns (uint256)" } }, "id": 26784, "isConstant": false, "isLValue": false, "isPure": false, "kind": "functionCall", "lValueRequested": false, 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"typeDescriptions": { "typeIdentifier": "t_enum$_BusinessDayConvention_$22503", "typeString": "enum BusinessDayConvention" } }, { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 26789, "name": "terms", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 26759, "src": "1288:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_memory_ptr", "typeString": "struct ANNTerms memory" } }, "id": 26790, "isConstant": false, "isLValue": true, "isPure": false, "lValueRequested": false, "memberName": "calendar", "nodeType": "MemberAccess", "referencedDeclaration": 22677, "src": "1288:14:87", "typeDescriptions": { "typeIdentifier": "t_enum$_Calendar_$22506", "typeString": "enum Calendar" } }, { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 26791, "name": "terms", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 26759, "src": "1304:5:87", "typeDescriptions": { "typeIdentifier": 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"memberName": "IN0", "nodeType": "MemberAccess", "referencedDeclaration": null, "src": "17746:17:87", "typeDescriptions": { "typeIdentifier": "t_enum$_ScalingEffect_$22623", "typeString": "enum ScalingEffect" } }, "src": "17723:40:87", "typeDescriptions": { "typeIdentifier": "t_bool", "typeString": "bool" } } ], "id": 28147, "isConstant": false, "isInlineArray": false, "isLValue": false, "isPure": false, "lValueRequested": false, "nodeType": "TupleExpression", "src": "17722:42:87", "typeDescriptions": { "typeIdentifier": "t_bool", "typeString": "bool" } }, "src": "17675:89:87", "typeDescriptions": { "typeIdentifier": "t_bool", "typeString": "bool" } }, "falseBody": null, "id": 28156, "nodeType": "IfStatement", "src": "17671:183:87", "trueBody": { "id": 28155, "nodeType": "Block", "src": "17766:88:87", "statements": [ { "expression": { "argumentTypes": null, "id": 28153, "isConstant": false, "isLValue": false, "isPure": false, "lValueRequested": false, "leftHandSide": { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 28149, "name": "state", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 28038, "src": "17780:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State memory" } }, "id": 28151, "isConstant": false, "isLValue": true, "isPure": false, "lValueRequested": true, "memberName": "notionalScalingMultiplier", "nodeType": "MemberAccess", "referencedDeclaration": 22658, "src": "17780:31:87", "typeDescriptions": { "typeIdentifier": "t_int256", "typeString": "int256" } }, "nodeType": "Assignment", "operator": "=", "rightHandSide": { "argumentTypes": null, "hexValue": "30", "id": 28152, "isConstant": false, "isLValue": false, "isPure": true, "kind": "number", "lValueRequested": false, "nodeType": "Literal", "src": "17814:1:87", "subdenomination": null, "typeDescriptions": { "typeIdentifier": "t_rational_0_by_1", "typeString": "int_const 0" }, "value": "0" }, "src": "17780:35:87", "typeDescriptions": { "typeIdentifier": "t_int256", "typeString": "int256" } }, "id": 28154, "nodeType": "ExpressionStatement", "src": "17780:35:87" } ] } }, { "expression": { "argumentTypes": null, "id": 28161, "isConstant": false, "isLValue": false, "isPure": false, "lValueRequested": false, "leftHandSide": { "argumentTypes": null, "expression": { "argumentTypes": null, "id": 28157, "name": "state", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 28038, "src": "17864:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State memory" } }, "id": 28159, "isConstant": false, "isLValue": true, "isPure": false, "lValueRequested": true, "memberName": "statusDate", "nodeType": "MemberAccess", "referencedDeclaration": 22636, "src": "17864:16:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } }, "nodeType": "Assignment", "operator": "=", "rightHandSide": { "argumentTypes": null, "id": 28160, "name": "scheduleTime", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 28040, "src": "17883:12:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } }, "src": "17864:31:87", "typeDescriptions": { "typeIdentifier": "t_uint256", "typeString": "uint256" } }, "id": 28162, "nodeType": "ExpressionStatement", "src": "17864:31:87" }, { "expression": { "argumentTypes": null, "id": 28163, "name": "state", "nodeType": "Identifier", "overloadedDeclarations": [], "referencedDeclaration": 28038, "src": "17913:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State memory" } }, "functionReturnParameters": 28046, "id": 28164, "nodeType": "Return", "src": "17906:12:87" } ] }, "documentation": null, "id": 28166, "implemented": true, "kind": "function", "modifiers": [], "name": "STF_ANN_SC", "nodeType": "FunctionDefinition", "overrides": null, "parameters": { "id": 28043, "nodeType": "ParameterList", "parameters": [ { "constant": false, "id": 28036, "mutability": "mutable", "name": "terms", "nodeType": "VariableDeclaration", "overrides": null, "scope": 28166, "src": "16474:21:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_memory_ptr", "typeString": "struct ANNTerms" }, "typeName": { "contractScope": null, "id": 28035, "name": "ANNTerms", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 22768, "src": "16474:8:87", "typeDescriptions": { "typeIdentifier": "t_struct$_ANNTerms_$22768_storage_ptr", "typeString": "struct ANNTerms" } }, "value": null, "visibility": "internal" }, { "constant": false, "id": 28038, "mutability": "mutable", "name": "state", "nodeType": "VariableDeclaration", "overrides": null, "scope": 28166, "src": "16505:18:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": 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"VariableDeclaration", "overrides": null, "scope": 28166, "src": "16563:7:87", "stateVariable": false, "storageLocation": "default", "typeDescriptions": { "typeIdentifier": "t_bytes32", "typeString": "bytes32" }, "typeName": { "id": 28041, "name": "bytes32", "nodeType": "ElementaryTypeName", "src": "16563:7:87", "typeDescriptions": { "typeIdentifier": "t_bytes32", "typeString": "bytes32" } }, "value": null, "visibility": "internal" } ], "src": "16464:131:87" }, "returnParameters": { "id": 28046, "nodeType": "ParameterList", "parameters": [ { "constant": false, "id": 28045, "mutability": "mutable", "name": "", "nodeType": "VariableDeclaration", "overrides": null, "scope": 28166, "src": "16643:12:87", "stateVariable": false, "storageLocation": "memory", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_memory_ptr", "typeString": "struct State" }, "typeName": { "contractScope": null, "id": 28044, "name": "State", "nodeType": "UserDefinedTypeName", "referencedDeclaration": 22673, "src": "16643:5:87", "typeDescriptions": { "typeIdentifier": "t_struct$_State_$22673_storage_ptr", "typeString": "struct State" } }, "value": null, "visibility": "internal" } ], "src": "16642:14:87" }, "scope": 28167, "src": "16444:1481:87", "stateMutability": "pure", "virtual": false, "visibility": "internal" } ], "scope": 28168, "src": "243:17684:87" } ], "src": "41:17887:87" }, "compiler": { "name": "solc", "version": "0.6.11+commit.5ef660b1.Emscripten.clang" }, "networks": {}, "schemaVersion": "3.2.0", "updatedAt": "2020-08-12T09:47:18.341Z", "devdoc": { "kind": "dev", "methods": { "adjustEndOfMonthConvention(uint8,uint256,(uint256,uint8,uint8,bool))": { "details": "The following is considered to dertermine if schedule dates are shifted to the end of month: - The convention SD (same day) means not adjusting, EM (end of month) means adjusting - Dates are only shifted if the schedule start date is an end-of-month date - Dates are only shifted if the schedule cycle is based on an \"M\" period unit or multiple thereof", "params": { "cycle": "the cycle struct", "eomc": "the end of month convention to adjust", "startTime": "timestamp of the cycle start" }, "returns": { "_0": "the adjusted end of month convention" } }, "computeEventTimeForEvent(bytes32,uint8,uint8,uint256)": { "details": "For optimization reasons not located in EventUtil by applying the BDC specified in the terms" } }, "title": "STF", "version": 1 }, "userdoc": { "kind": "user", "methods": { "adjustEndOfMonthConvention(uint8,uint256,(uint256,uint8,uint8,bool))": { "notice": "This function makes an adjustment on the end of month convention." }, "computeEventTimeForEvent(bytes32,uint8,uint8,uint256)": { "notice": "Returns the event time for a given schedule time" }, "getEpochOffset(uint8)": { "notice": "Returns the epoch offset for a given event type to determine the correct order of events if multiple events have the same timestamp" }, "shiftCalcTime(uint256,uint8,uint8,uint256)": { "notice": "Used in POFs and STFs for DCFs. No shifting is applied if a Calc/Shift instead of Shift/Calc BDC is provided." } }, "notice": "Contains all state transition functions (STFs) currently used by all Engines", "version": 1 } }