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Code Issues Actions 2 Packages Projects Releases Wiki Activity

Universal: started IRS contract/test, added min/max

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This commit is contained in:
sofusmortensen 2016-09-12 16:41:12 +01:00
parent ee637b79e2
commit 143c6d2d90
6 changed files with 100 additions and 25 deletions
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12
experimental/src/main/kotlin/com/r3corda/contracts/universal/Arrangement.kt
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@ -3,6 +3,7 @@ package com.r3corda.contracts.universal
import com.r3corda.core.contracts.Amount
import com.r3corda.core.contracts.Frequency
import com.r3corda.core.crypto.Party
import com.r3corda.core.crypto.SecureHash
import java.math.BigDecimal
import java.time.LocalDate
import java.util.*
@ -60,4 +61,13 @@ class Continuation() : Arrangement {
override fun equals(other: Any?): Boolean {
return other is Continuation
}
}
}
// A smart contract template
// todo: handle parameters
//
data class Template(val template: Arrangement)
data class TemplateApplication(val template: SecureHash, val parameters: Map<String, Any>) : Arrangement
data class Context(val arrangement: Arrangement, val parameters: Map<String, Any>) : Arrangement

17
experimental/src/main/kotlin/com/r3corda/contracts/universal/Perceivable.kt
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@ -5,6 +5,7 @@ import com.r3corda.core.contracts.Tenor
import java.math.BigDecimal
import java.time.Instant
import java.time.LocalDate
import java.time.Period
import java.util.*
/**
@ -30,15 +31,9 @@ data class Const<T>(val value: T) : Perceivable<T> {
}
if (other is Const<*>) {
if (value is BigDecimal && other.value is BigDecimal) {
if (this.value.compareTo(other.value) == 0)
return true
else
return false
return this.value.compareTo(other.value) == 0
}
if(value.equals(other.value))
return true
else
return false
return value.equals(other.value)
}
return false
}
@ -51,6 +46,12 @@ data class Const<T>(val value: T) : Perceivable<T> {
fun<T> const(k: T) = Const(k)
data class Max(val args: Set<Perceivable<BigDecimal>>) : Perceivable<BigDecimal>
fun max(vararg args: Perceivable<BigDecimal>) = Max(args.toSet())
data class Min(val args: Set<Perceivable<BigDecimal>>) : Perceivable<BigDecimal>
fun min(vararg args: Perceivable<BigDecimal>) = Min(args.toSet())
//
class StartDate : Perceivable<Instant> {
override fun hashCode(): Int {

2
experimental/src/main/kotlin/com/r3corda/contracts/universal/literal.kt
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@ -45,7 +45,7 @@ open class ContractBuilder {
return c
}
fun Set<Party>.may(init: ActionBuilder.() -> Unit): Actions {
fun Set<Party>.may(init: ActionBuilder.() -> Unit): Actions {
val b = ActionBuilder(this)
b.init()
val c = Actions(b.actions.toSet())

26
experimental/src/test/kotlin/com/r3corda/contracts/universal/Cap.kt
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@ -26,7 +26,7 @@ class Cap {
rollOut("2016-09-01".ld, "2017-04-01".ld, Frequency.Quarterly) {
(acmeCorp or highStreetBank).may {
"exercise".anytime {
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("6M")), start, end)
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
val fixed = interest(notional, "act/365", 0.5.bd, start, end)
highStreetBank.gives(acmeCorp, (floating - fixed).plus(), currency)
next()
@ -51,7 +51,7 @@ class Cap {
rollOut("2016-12-01".ld, "2017-04-01".ld, Frequency.Quarterly) {
(acmeCorp or highStreetBank).may {
"exercise".anytime {
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("6M")), start, end)
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
val fixed = interest(notional, "act/365", 0.5.bd, start, end)
highStreetBank.gives(acmeCorp, (floating - fixed).plus(), currency)
next()
@ -70,7 +70,7 @@ class Cap {
rollOut("2016-12-01".ld, "2017-04-01".ld, Frequency.Quarterly) {
(acmeCorp or highStreetBank).may {
"exercise".anytime {
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("6M")), start, end)
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
val fixed = interest(notional, "act/365", 0.5.bd, start, end)
highStreetBank.gives(acmeCorp, (floating - fixed).plus(), currency)
next()
@ -90,15 +90,15 @@ class Cap {
val stateFixed = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractFixed)
val contractTARN = arrange {
val contractLimitedCap = arrange {
rollOut("2016-04-01".ld, "2017-04-01".ld, Frequency.Quarterly, object {
val limit = variable(150.K)
}) {
(acmeCorp or highStreetBank).may {
"exercise".anytime {
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("6M")), start, end)
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
val fixed = interest(notional, "act/365", 0.5.bd, start, end)
val payout = (floating - fixed).plus()
val payout = min(floating - fixed)
highStreetBank.gives(acmeCorp, payout, currency)
next(vars.limit to vars.limit - payout)
}
@ -142,39 +142,39 @@ class Cap {
output { stateFixed }
timestamp(TEST_TX_TIME_1)
/* tweak {
tweak {
command(highStreetBank.owningKey) { UniversalContract.Commands.Action("some undefined name") }
this `fails with` "action must be defined"
}
tweak {
// wrong source
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBORx", tradeDate, Tenor("6M")), 1.0.bd))) }
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBORx", tradeDate, Tenor("3M")), 1.0.bd))) }
this `fails with` "relevant fixing must be included"
}
tweak {
// wrong date
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate.plusYears(1), Tenor("6M")), 1.0.bd))) }
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate.plusYears(1), Tenor("3M")), 1.0.bd))) }
this `fails with` "relevant fixing must be included"
}
tweak {
// wrong tenor
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("3M")), 1.0.bd))) }
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("9M")), 1.0.bd))) }
this `fails with` "relevant fixing must be included"
}
tweak {
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("6M")), 1.5.bd))) }
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("3M")), 1.5.bd))) }
this `fails with` "output state does not reflect fix command"
}*/
}
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("6M")), 1.0.bd))) }
command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", tradeDate, Tenor("3M")), 1.0.bd))) }
this.verifies()
}

64
experimental/src/test/kotlin/com/r3corda/contracts/universal/IRS.kt Normal file
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@ -0,0 +1,64 @@
package com.r3corda.contracts.universal
import com.r3corda.core.contracts.Frequency
import com.r3corda.core.contracts.Tenor
import com.r3corda.core.utilities.DUMMY_NOTARY
import com.r3corda.testing.transaction
import org.junit.Test
import java.time.Instant
import java.time.LocalDate
/**
* Created by sofusmortensen on 12/09/16.
*/
class IRS {
val TEST_TX_TIME_1: Instant get() = Instant.parse("2017-09-02T12:00:00.00Z")
val notional = 50.M
val currency = EUR
val tradeDate: LocalDate = LocalDate.of(2016, 9, 1)
val contract = arrange {
rollOut("2016-09-01".ld, "2018-09-01".ld, Frequency.Quarterly) {
(acmeCorp or highStreetBank).may {
val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
val fixed = interest(notional, "act/365", 0.5.bd, start, end)
"pay 1".anytime {
highStreetBank.gives(acmeCorp, floating - fixed, currency)
next()
}
"pay 2".anytime {
highStreetBank.gives(acmeCorp, fixed - floating, currency)
next()
}
}
}
}
val stateStart = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contract)
@Test
fun issue() {
transaction {
output { stateStart }
timestamp(TEST_TX_TIME_1)
this `fails with` "transaction has a single command"
tweak {
command(acmeCorp.owningKey) { UniversalContract.Commands.Issue() }
this `fails with` "the transaction is signed by all liable parties"
}
command(highStreetBank.owningKey) { UniversalContract.Commands.Issue() }
this.verifies()
}
}
}

4
experimental/src/test/kotlin/com/r3corda/contracts/universal/examples.kt
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@ -54,9 +54,9 @@ val european_fx_option = arrange {
}
}
val zero_coupon_bond_1 = arrange {
val contractZeroCouponBond = arrange {
acmeCorp.may {
"execute".givenThat(after("2017-09-01")) {
"execute".givenThat(after("2017-11-01")) {
highStreetBank.gives(acmeCorp, 1.M, USD)
}
}