Skip to content
This repository has been archived by the owner on Mar 12, 2020. It is now read-only.

Fix last PR payoff for ANN contracts #13

Open
nbundi opened this issue Sep 24, 2019 · 1 comment
Open

Fix last PR payoff for ANN contracts #13

nbundi opened this issue Sep 24, 2019 · 1 comment
Assignees
@nbundi
Labels
bug Something isn't working

Comments

@nbundi
Copy link
Member

nbundi commented Sep 24, 2019

For ANN (and amortizing) contracts the last PR event (at MD, if any) needs to have payoff and state transition functions reducing the outstanding notional to zero (rather than by just the PRNXT amount):
@nbundi nbundi added the bug Something isn't working label Sep 24, 2019
@nbundi nbundi self-assigned this Sep 24, 2019
@nbundi
Copy link
Member Author

nbundi commented Sep 24, 2019

pull request #14 is a first fix using the MD type for the last PR event (i.e. at MD) and different POF and STF functions.

Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.
Assignees

@nbundi nbundi

Labels
bug Something isn't working
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@nbundi