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

OPTNS — a European, cash-settled option on an underlying. Premium paid at PRD; at maturity the intrinsic value settles (STD): max(S−K, 0) for a call, max(K−S, 0) for a put, where S is the underlying's observed price (the UDL market-object code) at maturity and K = optionStrike1. The zero-valued MD/XD markers are dropped by the cash filter.

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

FUTUR — a cash-settled future on an underlying. Premium/price paid at PRD; at maturity the linear payoff settles (STD): sign·(S − F), where S is the underlying's observed price (the UDL market-object code) at maturity and F = futuresPrice. Like OPTNS but with a linear (not max-clamped) payoff; settlement honours settlementPeriod + the BDC.

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

FXOUT — an FX outright (forward exchange of two currency notionals). Delivery (deliverySettlement ≠ "S"): at maturity exchange the two notionals — MD flows sign·Nt1 and −sign·Nt2. Cash ("S"): a single net STD = sign·(Nt1 − fx·Nt2) at maturity + settlementPeriod, where fx is the observed currency2/currency rate at maturity.

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

CAPFL — an interest-rate cap/floor on an underlying (UDL/CNT child PAM). For each of the underlying's interest periods [t⁻, t] it pays the rate excess over the cap plus the shortfall under the floor: sign · N · Y(t⁻,t) · (max(rate−lifeCap, 0) + max(lifeFloor−rate, 0)), where rate is the underlying's in-force reset — the latest rate reset strictly before t, falling back to the child's nominal rate when none precedes.

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