https://github.com/mlalma/tentofi

Smart contracts for implementing complex OTC instruments and related infrastructure
https://github.com/mlalma/tentofi

blockchain clearing cryptocurrency dapp defi derivatives ethereum finance financial-engineering financial-instruments otc settlement smart-contracts

Last synced: 25 days ago
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Smart contracts for implementing complex OTC instruments and related infrastructure

• Host: GitHub
• URL: https://github.com/mlalma/tentofi
• Owner: mlalma
• License: mit
• Created: 2022-12-20T09:53:39.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2025-01-11T20:36:45.000Z (over 1 year ago)
• Last Synced: 2025-08-31T04:02:11.254Z (9 months ago)
• Topics: blockchain, clearing, cryptocurrency, dapp, defi, derivatives, ethereum, finance, financial-engineering, financial-instruments, otc, settlement, smart-contracts
• Language: TypeScript
• Homepage:
• Size: 721 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# 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)