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)