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Smart contracts for implementing complex OTC instruments and related infrastructure

License: MIT License

TypeScript 65.88% Solidity 34.12%
cryptocurrency finance otc clearing derivatives financial-engineering financial-instruments settlement blockchain dapp

tentofi's Introduction

Tentσ

This repository contains various EVM smart contract projects:

  • DTDEngine: Decentralised Token Depository smart contract to help clearing and settling bespoke bilateral OTC instruments between counterparties
  • Index: Smart contract for creating and tracking indices to measure the performance of underlying(s). The source for an index can be e.g. a single price index of an asset or multiple assets (basket). The index value can be spot price, best-of / worst-of / average in baskets or a path-dependent measure calculated from multiple source values (e.g. variance or TWAP).
  • OTCContractBase: Base contract implementation for developing different kinds of OTC instruments. Uses DTDEngine for clearing & settlement and Index for tracking the performance.
  • OTCContracts: Implementations of several different OTC instruments such as non-deliverable swaps and (exotic) options (Note: Work in progress)

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