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

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def Actus.Contract.Execution.lamInit (ct : Terms Float) : State Float

Initial LAM state. Applies the contract-role sign to Prnxt, and when PRNXT is absent sizes the linear instalment as NT / (#PR + 1) (the +1 for the maturity redemption).

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

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

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def Actus.Contract.Execution.annHorizon (ct : Terms Float) : Option Protocol.LocalTime

The annuity amortization horizon: the amortizationDate if given, else the maturity. The instalment amortizes to here even when an earlier maturityDate ends the contract with a balloon.

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• Actus.Contract.Execution.annHorizon ct = ct.amortizationDate.orElse fun (x : Unit) => Actus.Contract.Execution.maturityOf ct

def Actus.Contract.Execution.annHorizonT (ct : Terms Float) : Protocol.Time

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• Actus.Contract.Execution.annHorizonT ct = (Option.map Actus.Contract.Execution.toTime (Actus.Contract.Execution.annHorizon ct)).getD (Actus.Contract.Execution.mdTime ct)

def Actus.Contract.Execution.annInit (ct : Terms Float) (rf : RiskFactorEnv Float) : State Float

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def Actus.Contract.Execution.annRun (ct : Terms Float) (rf : RiskFactorEnv Float) (mdT : Protocol.Time) : State Float → Protocol.Schedule → Protocol.Cashflows

ANN execution runner: like runSchedule, but after each rate reset (RR/RRF) it re-amortizes — recomputing Prnxt as the annuity over the remaining redemption schedule (the PR dates after the reset, then MD) at the new rate, so total instalments stay constant within each rate regime.

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• Actus.Contract.Execution.annRun ct rf mdT x✝ [] = []

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

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def Actus.Contract.Execution.genScheduleCLM (ct : Terms Float) (mdOpt : Option Protocol.LocalTime) (mEOD : Bool := false) : Protocol.Schedule

CLM event schedule for a defined-maturity contract: IED, interest-cycle IPCI strictly before MD, rate resets, then the final IP and MD at maturity.

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• Actus.Contract.Execution.genScheduleCLM ct none mEOD = []

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

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