def Actus.Contract.Execution.legStateBefore (child : Terms Float) (rf : RiskFactorEnv Float) (te : Protocol.Time) : Option (State Float)

Final state of a covered child contract after running its own events strictly before time te — used to read its outstanding notional and accrued interest for the credit-enhancement exposure. none for types the lending engine does not run.

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def Actus.Contract.Execution.legExposure (child : Terms Float) (rf : RiskFactorEnv Float) (te : Protocol.Time) (withInterest : Bool) : Float

Exposure of one covered contract at credit-event time te: its outstanding notional, plus accrued interest when withInterest (guaranteed exposure NI). Accrual extends from the contract's last status date to te.

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def Actus.Contract.Execution.creditEnhancementCashflows (collateral : Bool) (ct : Terms Float) (rf : RiskFactorEnv Float) : Protocol.Cashflows

Credit enhancement (CEG guarantee / CEC collateral). Pays a premium PRD at purchase; on a covered (COVE) contract's credit event matching creditEventTypeCovered it settles the covered exposure — XD (0) at the event date and STD = sign · coverage · exposure at event + settlementPeriod (BDC-shifted). For collateral (collateral = true) the payout is capped at the observed value of the covering (COVI) object. With no matching event it closes with a zero MD at maturity (its own, else the covered maturity).

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def Actus.Contract.Execution.cegCashflows (ct : Terms Float) (rf : RiskFactorEnv Float) : Protocol.Cashflows

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• Actus.Contract.Execution.cegCashflows ct rf = Actus.Contract.Execution.creditEnhancementCashflows false ct rf

def Actus.Contract.Execution.cecCashflows (ct : Terms Float) (rf : RiskFactorEnv Float) : Protocol.Cashflows

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• Actus.Contract.Execution.cecCashflows ct rf = Actus.Contract.Execution.creditEnhancementCashflows true ct rf