{ "contractName": "CECEngine", "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" }, { "inputs": [], "name": "contractType", "outputs": [ { "internalType": "enum ContractType", "name": "", "type": "uint8" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "terms", "type": "tuple" }, { "components": [ { "internalType": "enum ContractPerformance", "name": "contractPerformance", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "nonPerformingDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "uint256", "name": "exerciseDate", "type": "uint256" }, { "internalType": "uint256", "name": "terminationDate", "type": "uint256" }, { "internalType": "uint256", "name": "lastCouponDay", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "accruedInterest", "type": "int256" }, { "internalType": "int256", "name": "feeAccrued", "type": "int256" }, { "internalType": "int256", "name": "nominalInterestRate", "type": "int256" }, { "internalType": "int256", "name": "interestScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "notionalScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "nextPrincipalRedemptionPayment", "type": "int256" }, { "internalType": "int256", "name": "exerciseAmount", "type": "int256" }, { "internalType": "int256", "name": "exerciseQuantity", "type": "int256" }, { "internalType": "int256", "name": "quantity", "type": "int256" }, { "internalType": "int256", "name": "couponAmountFixed", "type": "int256" }, { "internalType": "int256", "name": "marginFactor", "type": "int256" }, { "internalType": "int256", "name": "adjustmentFactor", "type": "int256" } ], "internalType": "struct State", "name": "state", "type": "tuple" }, { "internalType": "bytes32", "name": "_event", "type": "bytes32" }, { "internalType": "bytes32", "name": "externalData", "type": "bytes32" } ], "name": "computeStateForEvent", "outputs": [ { "components": [ { "internalType": "enum ContractPerformance", "name": "contractPerformance", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "nonPerformingDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "uint256", "name": "exerciseDate", "type": "uint256" }, { "internalType": "uint256", "name": "terminationDate", "type": "uint256" }, { "internalType": "uint256", "name": "lastCouponDay", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "accruedInterest", "type": "int256" }, { "internalType": "int256", "name": "feeAccrued", "type": "int256" }, { "internalType": "int256", "name": "nominalInterestRate", "type": "int256" }, { "internalType": "int256", "name": "interestScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "notionalScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "nextPrincipalRedemptionPayment", "type": "int256" }, { "internalType": "int256", "name": "exerciseAmount", "type": "int256" }, { "internalType": "int256", "name": "exerciseQuantity", "type": "int256" }, { "internalType": "int256", "name": "quantity", "type": "int256" }, { "internalType": "int256", "name": "couponAmountFixed", "type": "int256" }, { "internalType": "int256", "name": "marginFactor", "type": "int256" }, { "internalType": "int256", "name": "adjustmentFactor", "type": "int256" } ], "internalType": "struct State", "name": "", "type": "tuple" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "terms", "type": "tuple" }, { "components": [ { "internalType": "enum ContractPerformance", "name": "contractPerformance", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "nonPerformingDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "uint256", "name": "exerciseDate", "type": "uint256" }, { "internalType": "uint256", "name": "terminationDate", "type": "uint256" }, { "internalType": "uint256", "name": "lastCouponDay", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "accruedInterest", "type": "int256" }, { "internalType": "int256", "name": "feeAccrued", "type": "int256" }, { "internalType": "int256", "name": "nominalInterestRate", "type": "int256" }, { "internalType": "int256", "name": "interestScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "notionalScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "nextPrincipalRedemptionPayment", "type": "int256" }, { "internalType": "int256", "name": "exerciseAmount", "type": "int256" }, { "internalType": "int256", "name": "exerciseQuantity", "type": "int256" }, { "internalType": "int256", "name": "quantity", "type": "int256" }, { "internalType": "int256", "name": "couponAmountFixed", "type": "int256" }, { "internalType": "int256", "name": "marginFactor", "type": "int256" }, { "internalType": "int256", "name": "adjustmentFactor", "type": "int256" } ], "internalType": "struct State", "name": "state", "type": "tuple" }, { "internalType": "bytes32", "name": "_event", "type": "bytes32" }, { "internalType": "bytes32", "name": "externalData", "type": "bytes32" } ], "name": "computePayoffForEvent", "outputs": [ { "internalType": "int256", "name": "", "type": "int256" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "terms", "type": "tuple" } ], "name": "computeInitialState", "outputs": [ { "components": [ { "internalType": "enum ContractPerformance", "name": "contractPerformance", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "nonPerformingDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "uint256", "name": "exerciseDate", "type": "uint256" }, { "internalType": "uint256", "name": "terminationDate", "type": "uint256" }, { "internalType": "uint256", "name": "lastCouponDay", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "accruedInterest", "type": "int256" }, { "internalType": "int256", "name": "feeAccrued", "type": "int256" }, { "internalType": "int256", "name": "nominalInterestRate", "type": "int256" }, { "internalType": "int256", "name": "interestScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "notionalScalingMultiplier", "type": "int256" }, { "internalType": "int256", "name": "nextPrincipalRedemptionPayment", "type": "int256" }, { "internalType": "int256", "name": "exerciseAmount", "type": "int256" }, { "internalType": "int256", "name": "exerciseQuantity", "type": "int256" }, { "internalType": "int256", "name": "quantity", "type": "int256" }, { "internalType": "int256", "name": "couponAmountFixed", "type": "int256" }, { "internalType": "int256", "name": "marginFactor", "type": "int256" }, { "internalType": "int256", "name": "adjustmentFactor", "type": "int256" } ], "internalType": "struct State", "name": "", "type": "tuple" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "terms", "type": "tuple" }, { "internalType": "uint256", "name": "segmentStart", "type": "uint256" }, { "internalType": "uint256", "name": "segmentEnd", "type": "uint256" } ], "name": "computeNonCyclicScheduleSegment", "outputs": [ { "internalType": "bytes32[]", "name": "", "type": "bytes32[]" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "", "type": "tuple" }, { "internalType": "uint256", "name": "", "type": "uint256" }, { "internalType": "uint256", "name": "", "type": "uint256" }, { "internalType": "enum EventType", "name": "", "type": "uint8" } ], "name": "computeCyclicScheduleSegment", "outputs": [ { "internalType": "bytes32[]", "name": "", "type": "bytes32[]" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum FeeBasis", "name": "feeBasis", "type": "uint8" }, { "internalType": "uint256", "name": "statusDate", "type": "uint256" }, { "internalType": "uint256", "name": "maturityDate", "type": "uint256" }, { "internalType": "int256", "name": "notionalPrincipal", "type": "int256" }, { "internalType": "int256", "name": "feeRate", "type": "int256" }, { "internalType": "int256", "name": "coverageOfCreditEnhancement", "type": "int256" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_1", "type": "tuple" }, { "components": [ { "internalType": "bytes32", "name": "object", "type": "bytes32" }, { "internalType": "bytes32", "name": "object2", "type": "bytes32" }, { "internalType": "enum ContractReferenceType", "name": "_type", "type": "uint8" }, { "internalType": "enum ContractReferenceRole", "name": "role", "type": "uint8" } ], "internalType": "struct ContractReference", "name": "contractReference_2", "type": "tuple" } ], "internalType": "struct CECTerms", "name": "", "type": "tuple" }, { "internalType": "uint256", "name": "", "type": "uint256" }, { "internalType": "enum EventType", "name": "", "type": "uint8" } ], "name": "computeNextCyclicEvent", "outputs": [ { "internalType": "bytes32", "name": "", "type": "bytes32" } ], "stateMutability": "pure", "type": "function" }, { "inputs": [ { "internalType": "bytes32", "name": "", "type": "bytes32" }, { "components": [ { "internalType": "enum ContractType", "name": "contractType", "type": "uint8" }, { "internalType": "enum Calendar", "name": "calendar", "type": "uint8" }, { "internalType": "enum ContractRole", "name": "contractRole", "type": "uint8" }, { "internalType": "enum DayCountConvention", "name": "dayCountConvention", "type": "uint8" }, { "internalType": "enum BusinessDayConvention", "name": "businessDayConvention", "type": "uint8" }, { "internalType": "enum EndOfMonthConvention", "name": "endOfMonthConvention", "type": "uint8" }, { "internalType": "enum ContractPerformance", "name": "creditEventTypeCovered", "type": "uint8" }, { "internalType": "enum 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State\",\"name\":\"state\",\"type\":\"tuple\"},{\"internalType\":\"bytes32\",\"name\":\"_event\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"externalData\",\"type\":\"bytes32\"}],\"name\":\"computePayoffForEvent\",\"outputs\":[{\"internalType\":\"int256\",\"name\":\"\",\"type\":\"int256\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[{\"components\":[{\"internalType\":\"enum ContractType\",\"name\":\"contractType\",\"type\":\"uint8\"},{\"internalType\":\"enum Calendar\",\"name\":\"calendar\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractRole\",\"name\":\"contractRole\",\"type\":\"uint8\"},{\"internalType\":\"enum DayCountConvention\",\"name\":\"dayCountConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum BusinessDayConvention\",\"name\":\"businessDayConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum EndOfMonthConvention\",\"name\":\"endOfMonthConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractPerformance\",\"name\":\"creditEventTypeCovered\",\"type\":\"uint8\"},{\"internalType\":\"enum FeeBasis\",\"name\":\"feeBasis\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"coverageOfCreditEnhancement\",\"type\":\"int256\"},{\"components\":[{\"internalType\":\"bytes32\",\"name\":\"object\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"object2\",\"type\":\"bytes32\"},{\"internalType\":\"enum ContractReferenceType\",\"name\":\"_type\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractReferenceRole\",\"name\":\"role\",\"type\":\"uint8\"}],\"internalType\":\"struct ContractReference\",\"name\":\"contractReference_1\",\"type\":\"tuple\"},{\"components\":[{\"internalType\":\"bytes32\",\"name\":\"object\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"object2\",\"type\":\"bytes32\"},{\"internalType\":\"enum ContractReferenceType\",\"name\":\"_type\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractReferenceRole\",\"name\":\"role\",\"type\":\"uint8\"}],\"internalType\":\"struct ContractReference\",\"name\":\"contractReference_2\",\"type\":\"tuple\"}],\"internalType\":\"struct CECTerms\",\"name\":\"terms\",\"type\":\"tuple\"},{\"components\":[{\"internalType\":\"enum ContractPerformance\",\"name\":\"contractPerformance\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"nonPerformingDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"exerciseDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"terminationDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"lastCouponDay\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"accruedInterest\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeAccrued\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nominalInterestRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"interestScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"notionalScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nextPrincipalRedemptionPayment\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseAmount\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseQuantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"quantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"couponAmountFixed\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"marginFactor\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"adjustmentFactor\",\"type\":\"int256\"}],\"internalType\":\"struct State\",\"name\":\"state\",\"type\":\"tuple\"},{\"internalType\":\"bytes32\",\"name\":\"_event\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"externalData\",\"type\":\"bytes32\"}],\"name\":\"computeStateForEvent\",\"outputs\":[{\"components\":[{\"internalType\":\"enum ContractPerformance\",\"name\":\"contractPerformance\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"nonPerformingDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"exerciseDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"terminationDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"lastCouponDay\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"accruedInterest\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeAccrued\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nominalInterestRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"interestScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"notionalScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nextPrincipalRedemptionPayment\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseAmount\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseQuantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"quantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"couponAmountFixed\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"marginFactor\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"adjustmentFactor\",\"type\":\"int256\"}],\"internalType\":\"struct State\",\"name\":\"\",\"type\":\"tuple\"}],\"stateMutability\":\"pure\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"contractType\",\"outputs\":[{\"internalType\":\"enum ContractType\",\"name\":\"\",\"type\":\"uint8\"}],\"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\":\"bytes32\",\"name\":\"\",\"type\":\"bytes32\"},{\"components\":[{\"internalType\":\"enum ContractType\",\"name\":\"contractType\",\"type\":\"uint8\"},{\"internalType\":\"enum Calendar\",\"name\":\"calendar\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractRole\",\"name\":\"contractRole\",\"type\":\"uint8\"},{\"internalType\":\"enum DayCountConvention\",\"name\":\"dayCountConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum BusinessDayConvention\",\"name\":\"businessDayConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum EndOfMonthConvention\",\"name\":\"endOfMonthConvention\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractPerformance\",\"name\":\"creditEventTypeCovered\",\"type\":\"uint8\"},{\"internalType\":\"enum FeeBasis\",\"name\":\"feeBasis\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"coverageOfCreditEnhancement\",\"type\":\"int256\"},{\"components\":[{\"internalType\":\"bytes32\",\"name\":\"object\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"object2\",\"type\":\"bytes32\"},{\"internalType\":\"enum ContractReferenceType\",\"name\":\"_type\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractReferenceRole\",\"name\":\"role\",\"type\":\"uint8\"}],\"internalType\":\"struct ContractReference\",\"name\":\"contractReference_1\",\"type\":\"tuple\"},{\"components\":[{\"internalType\":\"bytes32\",\"name\":\"object\",\"type\":\"bytes32\"},{\"internalType\":\"bytes32\",\"name\":\"object2\",\"type\":\"bytes32\"},{\"internalType\":\"enum ContractReferenceType\",\"name\":\"_type\",\"type\":\"uint8\"},{\"internalType\":\"enum ContractReferenceRole\",\"name\":\"role\",\"type\":\"uint8\"}],\"internalType\":\"struct ContractReference\",\"name\":\"contractReference_2\",\"type\":\"tuple\"}],\"internalType\":\"struct CECTerms\",\"name\":\"\",\"type\":\"tuple\"},{\"components\":[{\"internalType\":\"enum ContractPerformance\",\"name\":\"contractPerformance\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"nonPerformingDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"exerciseDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"terminationDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"lastCouponDay\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"accruedInterest\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeAccrued\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nominalInterestRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"interestScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"notionalScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nextPrincipalRedemptionPayment\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseAmount\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseQuantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"quantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"couponAmountFixed\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"marginFactor\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"adjustmentFactor\",\"type\":\"int256\"}],\"internalType\":\"struct State\",\"name\":\"\",\"type\":\"tuple\"},{\"internalType\":\"bool\",\"name\":\"\",\"type\":\"bool\"},{\"components\":[{\"internalType\":\"enum ContractPerformance\",\"name\":\"contractPerformance\",\"type\":\"uint8\"},{\"internalType\":\"uint256\",\"name\":\"statusDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"nonPerformingDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"maturityDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"exerciseDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"terminationDate\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"lastCouponDay\",\"type\":\"uint256\"},{\"internalType\":\"int256\",\"name\":\"notionalPrincipal\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"accruedInterest\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"feeAccrued\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nominalInterestRate\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"interestScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"notionalScalingMultiplier\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"nextPrincipalRedemptionPayment\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseAmount\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"exerciseQuantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"quantity\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"couponAmountFixed\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"marginFactor\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"adjustmentFactor\",\"type\":\"int256\"}],\"internalType\":\"struct State\",\"name\":\"\",\"type\":\"tuple\"}],\"name\":\"isEventScheduled\",\"outputs\":[{\"internalType\":\"bool\",\"name\":\"\",\"type\":\"bool\"}],\"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\":{\"details\":\"All numbers except unix timestamp are represented as multiple of 10 ** 18 inputs have to be multiplied by 10 ** 18, outputs have to multplied by 10 ** -18\",\"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\"}},\"computeCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256,uint8)\":{\"returns\":{\"_0\":\"event schedule segment\"}},\"computeEventTimeForEvent(bytes32,uint8,uint8,uint256)\":{\"details\":\"For optimization reasons not located in EventUtil by applying the BDC specified in the terms\"},\"computeInitialState((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)))\":{\"params\":{\"terms\":\"terms of the contract\"},\"returns\":{\"_0\":\"initial state of the contract\"}},\"computeNextCyclicEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint8)\":{\"returns\":{\"_0\":\"event schedule segment\"}},\"computeNonCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256)\":{\"params\":{\"segmentEnd\":\"end timestamp of the segement\",\"segmentStart\":\"start timestamp of the segment\",\"terms\":\"terms of the contract\"},\"returns\":{\"_0\":\"segment of the non-cyclic schedule\"}},\"computePayoffForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)\":{\"params\":{\"_event\":\"event for which the payoff should be evaluated\",\"externalData\":\"external data needed for POF evaluation (e.g. fxRate)\",\"state\":\"current state of the contract\",\"terms\":\"terms of the contract\"},\"returns\":{\"_0\":\"the payoff of the event\"}},\"computeStateForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)\":{\"params\":{\"_event\":\"event to be applied to the contract state\",\"externalData\":\"external data needed for STF evaluation (e.g. rate for RR events)\",\"state\":\"current state of the contract\",\"terms\":\"terms of the contract\"},\"returns\":{\"_0\":\"the resulting contract state\"}},\"isEventScheduled(bytes32,(uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bool,(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256))\":{\"returns\":{\"_0\":\"boolean indicating whether event is still scheduled\"}}},\"title\":\"CECEngine\",\"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.\"},\"computeCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256,uint8)\":{\"notice\":\"Computes a schedule segment of cyclic contract events based on the contract terms and the specified timestamps. param terms terms of the contract param segmentStart start timestamp of the segment param segmentEnd end timestamp of the segement param eventType eventType of the cyclic schedule\"},\"computeEventTimeForEvent(bytes32,uint8,uint8,uint256)\":{\"notice\":\"Returns the event time for a given schedule time\"},\"computeInitialState((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)))\":{\"notice\":\"Initialize contract state space based on the contract terms.\"},\"computeNextCyclicEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint8)\":{\"notice\":\"Computes a schedule segment of cyclic contract events based on the contract terms and the specified timestamps. param terms terms of the contract param lastScheduleTime last occurrence of cyclic event param eventType eventType of the cyclic schedule\"},\"computeNonCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256)\":{\"notice\":\"Computes a schedule segment of non-cyclic contract events based on the contract terms and the specified timestamps.\"},\"computePayoffForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)\":{\"notice\":\"Evaluates the payoff for an event under the current state of the contract.\"},\"computeStateForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)\":{\"notice\":\"Applys an event to the current state of a contract and returns the resulting contract state.\"},\"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\"},\"isEventScheduled(bytes32,(uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bool,(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256))\":{\"notice\":\"Verifies that the provided event is still scheduled under the terms, the current state of the contract and the current state of the underlying. param _event event for which to check if its still scheduled param terms terms of the contract param state current state of the contract param hasUnderlying boolean indicating whether the contract has an underlying contract param underlyingState state of the underlying (empty state object if non-existing)\"},\"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\":\"Inherits from BaseEngine by implementing STFs, POFs according to the ACTUS standard for a CEC 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"source": "// \"SPDX-License-Identifier: Apache-2.0\"\npragma solidity ^0.6.11;\npragma experimental ABIEncoderV2;\n\nimport \"../../Core/Core.sol\";\nimport \"./ICECEngine.sol\";\nimport \"./CECSTF.sol\";\nimport \"./CECPOF.sol\";\n\n\n/**\n * @title CECEngine\n * @notice Inherits from BaseEngine by implementing STFs, POFs according to the ACTUS standard for a CEC contract\n * @dev All numbers except unix timestamp are represented as multiple of 10 ** 18\n * inputs have to be multiplied by 10 ** 18, outputs have to multplied by 10 ** -18\n */\ncontract CECEngine is Core, CECSTF, CECPOF, ICECEngine {\n\n function contractType() external pure override returns (ContractType) {\n return ContractType.CEC;\n }\n\n /**\n * Applys an event to the current state of a contract and returns the resulting contract state.\n * @param terms terms of the contract\n * @param state current state of the contract\n * @param _event event to be applied to the contract state\n * @param externalData external data needed for STF evaluation (e.g. rate for RR events)\n * @return the resulting contract state\n */\n function computeStateForEvent(\n CECTerms calldata terms,\n State calldata state,\n bytes32 _event,\n bytes32 externalData\n )\n external\n pure\n override\n returns (State memory)\n {\n return stateTransitionFunction(\n terms,\n state,\n _event,\n externalData\n );\n }\n\n /**\n * Evaluates the payoff for an event under the current state of the contract.\n * @param terms terms of the contract\n * @param state current state of the contract\n * @param _event event for which the payoff should be evaluated\n * @param externalData external data needed for POF evaluation (e.g. fxRate)\n * @return the payoff of the event\n */\n function computePayoffForEvent(\n CECTerms calldata terms,\n State calldata state,\n bytes32 _event,\n bytes32 externalData\n )\n external\n pure\n override\n returns (int256)\n {\n // // if alternative settlementCurrency is set then apply fxRate to payoff\n // if (terms.settlementCurrency != address(0) && terms.currency != terms.settlementCurrency) {\n // return payoffFunction(\n // terms,\n // state,\n // _event,\n // externalData\n // ).floatMult(int256(externalData));\n // }\n\n return payoffFunction(\n terms,\n state,\n _event,\n externalData\n );\n }\n\n /**\n * @notice Initialize contract state space based on the contract terms.\n * @param terms terms of the contract\n * @return initial state of the contract\n */\n function computeInitialState(CECTerms calldata terms)\n external\n pure\n override\n returns (State memory)\n {\n State memory state;\n\n state.contractPerformance = ContractPerformance.PF;\n state.statusDate = terms.statusDate;\n state.maturityDate = terms.maturityDate;\n state.notionalPrincipal = roleSign(terms.contractRole) * terms.notionalPrincipal;\n\n return state;\n }\n\n /**\n * @notice Computes a schedule segment of non-cyclic contract events based on the contract terms\n * and the specified timestamps.\n * @param terms terms of the contract\n * @param segmentStart start timestamp of the segment\n * @param segmentEnd end timestamp of the segement\n * @return segment of the non-cyclic schedule\n */\n function computeNonCyclicScheduleSegment(\n CECTerms calldata terms,\n uint256 segmentStart,\n uint256 segmentEnd\n )\n external\n pure\n override\n returns (bytes32[] memory)\n {\n bytes32[MAX_EVENT_SCHEDULE_SIZE] memory events;\n uint16 index;\n\n // maturity event\n if (isInSegment(terms.maturityDate, segmentStart, segmentEnd) == true) {\n events[index] = encodeEvent(EventType.MD, terms.maturityDate);\n index++;\n }\n\n // remove null entries from returned array\n bytes32[] memory schedule = new bytes32[](index);\n for (uint256 i = 0; i < index; i++) {\n schedule[i] = events[i];\n }\n\n return schedule;\n }\n\n /**\n * @notice Computes a schedule segment of cyclic contract events based on the contract terms\n * and the specified timestamps.\n * param terms terms of the contract\n * param segmentStart start timestamp of the segment\n * param segmentEnd end timestamp of the segement\n * param eventType eventType of the cyclic schedule\n * @return event schedule segment\n */\n function computeCyclicScheduleSegment(\n CECTerms calldata /* terms */,\n uint256 /* segmentStart */,\n uint256 /* segmentEnd */,\n EventType /* eventType */\n )\n external\n pure\n override\n returns (bytes32[] memory)\n {\n bytes32[] memory schedule = new bytes32[](0);\n\n return schedule;\n }\n\n /**\n * @notice Computes a schedule segment of cyclic contract events based on the contract terms\n * and the specified timestamps.\n * param terms terms of the contract\n * param lastScheduleTime last occurrence of cyclic event\n * param eventType eventType of the cyclic schedule\n * @return event schedule segment\n */\n function computeNextCyclicEvent(\n CECTerms calldata /* terms */,\n uint256 /* lastScheduleTime */,\n EventType /* eventType */\n )\n external\n pure\n override\n returns(bytes32)\n {\n return bytes32(0);\n }\n\n /**\n * @notice Verifies that the provided event is still scheduled under the terms, the current state of the\n * contract and the current state of the underlying.\n * param _event event for which to check if its still scheduled\n * param terms terms of the contract\n * param state current state of the contract\n * param hasUnderlying boolean indicating whether the contract has an underlying contract\n * param underlyingState state of the underlying (empty state object if non-existing)\n * @return boolean indicating whether event is still scheduled\n */\n function isEventScheduled(\n bytes32 /* _event */,\n CECTerms calldata /* terms */,\n State calldata /* state */,\n bool /* hasUnderlying */,\n State calldata /* underlyingState */\n )\n external\n pure\n override\n returns (bool)\n {\n return true;\n }\n\n /**\n * @notice Implements abstract method which is defined in BaseEngine.\n * Applies an event to the current state of the contract and returns the resulting state.\n * The inheriting Engine contract has to map the events type to the designated STF.\n * @param terms terms of the contract\n * @param state current state of the contract\n * @param _event event for which to evaluate the next state for\n * @param externalData external data needed for STF evaluation (e.g. rate for RR events)\n * @return the resulting contract state\n */\n function stateTransitionFunction(\n CECTerms memory terms,\n State memory state,\n bytes32 _event,\n bytes32 externalData\n )\n internal\n pure\n returns (State memory)\n {\n (EventType eventType, uint256 scheduleTime) = decodeEvent(_event);\n\n if (eventType == EventType.XD) return STF_CEC_XD(terms, state, scheduleTime, externalData);\n if (eventType == EventType.MD) return STF_CEC_MD(terms, state, scheduleTime, externalData);\n if (eventType == EventType.STD) return STF_CEC_STD(terms, state, scheduleTime, externalData);\n if (eventType == EventType.CE) return STF_CEC_CE(terms, state, scheduleTime, externalData);\n\n revert(\"CECEngine.stateTransitionFunction: ATTRIBUTE_NOT_FOUND\");\n }\n\n /**\n * @notice Implements abstract method which is defined in BaseEngine.\n * Computes the payoff for an event under the current state of the contract.\n * The inheriting Engine contract has to map the events type to the designated POF.\n * @param terms terms of the contract\n * @param state current state of the contract\n * @param _event event for which the payoff should be evaluated\n * @param externalData external data needed for POF evaluation (e.g. fxRate)\n * @return the payoff of the event\n */\n function payoffFunction(\n CECTerms memory terms,\n State memory state,\n bytes32 _event,\n bytes32 externalData\n )\n internal\n pure\n returns (int256)\n {\n (EventType eventType, uint256 scheduleTime) = decodeEvent(_event);\n\n if (eventType == EventType.CE) return 0;\n if (eventType == EventType.XD) return 0;\n if (eventType == EventType.STD) return POF_CEC_STD(terms, state, scheduleTime, 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"src": "41:9115:89" }, "compiler": { "name": "solc", "version": "0.6.11+commit.5ef660b1.Emscripten.clang" }, "networks": { "4": { "events": {}, "links": {}, "address": "0x5a75677b7714769625addf6507333EC377bc01bd", "transactionHash": "0xd0d02a6d0e1a4ca1bdb36ff9e0831c4d56338c8f0ad44117b6f58257ade777d2" }, "5": { "events": {}, "links": {}, "address": "0x09588b3283edfC135f3cE635bbda7ada3Df8c091", "transactionHash": "0x8e0c1f1bc613b1d7858d48661c79ec7be16615c8d10128bc0dda8551d54cce42" }, "1994": { "events": {}, "links": {}, "address": "0x1725b9c802415a25202B3Da4A33E0631f44BBbf2", "transactionHash": "0x7f70fe81591889f87df972dca12949ad9b1ba9c69914206423a77752e384d0f5" } }, "schemaVersion": "3.2.0", "updatedAt": "2020-08-12T09:47:18.359Z", "devdoc": { "details": "All numbers except unix timestamp are represented as multiple of 10 ** 18 inputs have to be multiplied by 10 ** 18, outputs have to multplied by 10 ** -18", "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" } }, "computeCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256,uint8)": { "returns": { "_0": "event schedule segment" } }, "computeEventTimeForEvent(bytes32,uint8,uint8,uint256)": { "details": "For optimization reasons not located in EventUtil by applying the BDC specified in the terms" }, "computeInitialState((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)))": { "params": { "terms": "terms of the contract" }, "returns": { "_0": "initial state of the contract" } }, "computeNextCyclicEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint8)": { "returns": { "_0": "event schedule segment" } }, "computeNonCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256)": { "params": { "segmentEnd": "end timestamp of the segement", "segmentStart": "start timestamp of the segment", "terms": "terms of the contract" }, "returns": { "_0": "segment of the non-cyclic schedule" } }, "computePayoffForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)": { "params": { "_event": "event for which the payoff should be evaluated", "externalData": "external data needed for POF evaluation (e.g. fxRate)", "state": "current state of the contract", "terms": "terms of the contract" }, "returns": { "_0": "the payoff of the event" } }, "computeStateForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)": { "params": { "_event": "event to be applied to the contract state", "externalData": "external data needed for STF evaluation (e.g. rate for RR events)", "state": "current state of the contract", "terms": "terms of the contract" }, "returns": { "_0": "the resulting contract state" } }, "isEventScheduled(bytes32,(uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bool,(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256))": { "returns": { "_0": "boolean indicating whether event is still scheduled" } } }, "title": "CECEngine", "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." }, "computeCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256,uint8)": { "notice": "Computes a schedule segment of cyclic contract events based on the contract terms and the specified timestamps. param terms terms of the contract param segmentStart start timestamp of the segment param segmentEnd end timestamp of the segement param eventType eventType of the cyclic schedule" }, "computeEventTimeForEvent(bytes32,uint8,uint8,uint256)": { "notice": "Returns the event time for a given schedule time" }, "computeInitialState((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)))": { "notice": "Initialize contract state space based on the contract terms." }, "computeNextCyclicEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint8)": { "notice": "Computes a schedule segment of cyclic contract events based on the contract terms and the specified timestamps. param terms terms of the contract param lastScheduleTime last occurrence of cyclic event param eventType eventType of the cyclic schedule" }, "computeNonCyclicScheduleSegment((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),uint256,uint256)": { "notice": "Computes a schedule segment of non-cyclic contract events based on the contract terms and the specified timestamps." }, "computePayoffForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)": { "notice": "Evaluates the payoff for an event under the current state of the contract." }, "computeStateForEvent((uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bytes32,bytes32)": { "notice": "Applys an event to the current state of a contract and returns the resulting contract state." }, "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" }, "isEventScheduled(bytes32,(uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint8,uint256,uint256,int256,int256,int256,(bytes32,bytes32,uint8,uint8),(bytes32,bytes32,uint8,uint8)),(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256),bool,(uint8,uint256,uint256,uint256,uint256,uint256,uint256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256,int256))": { "notice": "Verifies that the provided event is still scheduled under the terms, the current state of the contract and the current state of the underlying. param _event event for which to check if its still scheduled param terms terms of the contract param state current state of the contract param hasUnderlying boolean indicating whether the contract has an underlying contract param underlyingState state of the underlying (empty state object if non-existing)" }, "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": "Inherits from BaseEngine by implementing STFs, POFs according to the ACTUS standard for a CEC contract", "version": 1 } }