Documentation

Test.ANN

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def Test.ANN.ann :
Actus.Contract.Terms Float
Equations
  • One or more equations did not get rendered due to their size.
Instances For
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    theorem Test.ANN.rr_sets_annuity (rf : Actus.Contract.RiskFactorEnv Float) (t : Actus.Protocol.Time) (s : Actus.Contract.State Float) :
    (Actus.Contract.ANN.stf_RR ann rf t s).prnxt = Actus.Contract.ANN.annuityAmount rf t (Actus.Contract.ANN.stf_RR ann rf t s).nt (Actus.Contract.LAM.ipacAccrIpcb rf t s) (Actus.Contract.ANN.stf_RR ann rf t s).ipnr

    A rate reset recomputes the next instalment as the annuity amount over the environment's remaining-period year fractions.