DAML Templates

Complete reference for all 14 core DAML templates across 8 modules.

Package Information

Environment Deployments

Module: OptionIndex.Core

The fundamental P/N primitive. Collateral vaults, tokens, settlement, and the split/recombine lifecycle.

CollateralVault

Signatories: depositor, oracle, admin

Choices: UpdateMinAttestations

PToken

Protected token — bond minus put. P holders are option sellers; theta accrues to them. At settlement: receives min(1, S/x) of collateral.

Signatory: holder | Observers: oracle, admin

Choices: TransferP, SplitP, RecombineWithN, SettleP, SettleWithMultiAttestationP

NToken

Speculative token — a call option. N holders pay theta for leverage. No liquidation, no funding rate. At settlement: receives max(0, 1 - S/x) of collateral.

Signatory: holder | Observers: oracle, admin

Choices: TransferN, SplitN, RecombineWithP, SettleN, SettleWithMultiAttestationN

SplitRequest

A request to split collateral into P and N tokens. Uses the propose/operator-execute pattern: the depositor proposes, a protocol operator finalizes.

Signatory: depositor | Observer: operator

Choices: Execute, OperatorExecute

CollateralRelease

Created when P and N are recombined. Holder acknowledges to reclaim collateral.

Signatory: recipient | Choices: Acknowledge

SettlementClaim

Created after settlement. Claimant redeems their share of the vault.

Signatory: claimant | Choices: Redeem

SwapOffer

P2P token listing. Seller offers P or N tokens; anyone can take the offer.

Signatories: seller, custodian | Choices: TakeOffer, CancelOffer

Module: OptionIndex.Oracle

Three oracle models: singleton, lazy/dispute, and multi-attestation with coherence filters.

PriceObservation

Private price observation — signatory oracle. Used by Perpetual and Rebalancing internally.

PublishedPrice

Public price feed — the settlement authority. signatory publisher; observer publicReader. The oracle archives the prior PublishedPrice (Prune) in the same transaction as each new publish, so at most one is active per ticker.

Choices: Prune (archives prior PublishedPrice)

OracleAuthorization

Grants oracle rights to a party. Admin can revoke or propose transfer.

Choices: Revoke, ProposeAuthTransfer

LazyOracleRequest

On-demand price push with challenge/dispute window. Touchmarket-style lazy oracle.

Choices: Fulfill, FinalizeLazy, Dispute

MultiAttestationSession

Quorum of independent observers. Coherence filters check spread between max and min observations against a configurable threshold before finalization.

Choices: Attest, FinalizeMulti, FallbackToHeavyOracle

OracleConfig

Global oracle parameters: coherence threshold, dispute window duration, attestation timeout.

Choices: UpdateConfig, ProposeConfigTransfer

Module: OptionIndex.Governance

Multi-sig admin management — Canton's equivalent of Gnosis Safe. Propose/accept/execute pattern.

AdminRegistry

Canonical on-chain admin roster: superAdmins, oracleManagers, parameterManagers, poolManagers, governanceSignatories, multi-sig threshold. Frontend reads signatory lists from this contract.

Choices: AddAdminRole, RemoveAdminRole, SetThreshold

GovernanceProposal

A proposed governance action requiring N-of-M signatory approval.

Choices: Accept, Reject, Execute

ProposalAcceptance / ProposalRejection

Records of individual signatory votes on a proposal.

AdminTransfer

Two-party admin handover with timeout. Current admin proposes; new admin accepts before expiry; old admin can revoke. DAML-enforced (cannot double-accept, cannot revoke after acceptance).

Choices: AcceptAdmin, RevokeAdmin

CircuitBreaker

System-wide trading halt. Operators pull the switch; only admin resets. Every trading choice (Execute, Recombine, Settle, Deposit) asserts breaker.active — DAML-enforced, frontend cannot bypass.

Choices: Pull, Reset, RequestTimelockChange, FinalizeTimelockChange, UpdateOperators, TransferAdmin

CommissionConfig

Fee rates for trades (tradeRate) and earn deposits (earnRate). Fees deducted before vault/pool creation; wallet receives them. None = no fee.

Choices: UpdateRates, UpdateWallet, TransferCommissionAdmin

CommissionClaim

Immutable record of each fee collected.

VersionRegistry / MigrationRegistry

Protocol version tracking and upgrade management. Minor upgrades via SCU (Smart Contract Upgrade — add Optional fields, auto-migrate); major upgrades via pull CB, upload DAR, batch-migrate, reset CB.

Choices (VR): UpdateVersion

Choices (MR): GetTargets, AddTarget, ClearTargets

PoolMaintainer

Designated pool maintenance party with auto-exercise rights.

SystemSummary

On-chain metrics: vaults created, settled, recombined. Incremented by agents.

Choices: RecordVaultCreated, RecordVaultSettled, RecordVaultRecombined

Module: OptionIndex.Rebalancing

User-level (not protocol-forced) position management. Execution is the product.

RebalanceOffer

P holder offers to swap for updated parameters (strike, maturity).

Choices: Cancel, Fill, Expire

RebalanceReceipt

Immutable record of a completed rebalance swap.

RolloverService

Automated rolling with configurable strategy (Standard: 50% strike, 30-day, rotate when price < S * 1.5; ShortDated: 60% strike, 3-day, rotate when price < S * 1.2).

Choices: CheckAndSuggest, CreateShortDatedPosition, UpdateParams, SwitchStrategy

GradualRebalanceAuction

Dutch auction to minimize roll slippage. Price drops over time until filled.

Choices: Take, DropPrice

AtomicRollRequest / AtomicRollReceipt

Two-leg package: sell old P + buy new P in one transaction, avoiding double spread.

Choices (AtomicRollRequest): FillAtomic, CancelAtomic, ExpireAtomic

QuoteRequest / QuoteResponse

Multi-dealer RFQ for deep OTM wings where no continuous order book exists.

Choices (QuoteRequest): CancelQuoteRequest, AwardQuote

Choices (QuoteResponse): CancelQuote

RollHistory

Immutable roll cost record for drift measurement. Pure helpers: annualDrift, rollsPerYear, realizedSlippage, isViableSlippage.

Module: OptionIndex.Perpetual

Perpetual liquidity-backed variant with no maturity. Convex/saturation zone math.

PerpetualVault

No-expiry vault. Uses convexity/saturation zone pricing instead of expiry. Linear approximation (exponent fixed at 1, assumes l=2).

Choices: UpdatePrice, Deposit, Withdraw

PerpetualPToken / PerpetualNToken

Perpetual variants of P and N tokens.

Choices: TransferP, TransferN

Module: OptionIndex.PhysicalSettlement

Oracle-free settlement for on-chain asset pairs. N holders exercise by paying strike in quote and receiving base — no price lookup needed.

PhysicalVault

Physical settlement vault with configurable exercise window. Narrower window = weaker oracle requirement.

Choices: Exercise, ClaimQuotePayment, RecombinePhysical

PhysicalPToken / PhysicalNToken

Physical settlement token variants.

Choices: TransferPhysicalP, TransferPhysicalN

ExerciseReceipt

Records N holder exercise: N + strike USDC -> WETH (atomic swap).

QuoteClaim / PhysicalCollateralRelease / PhysicalSplitRequest

Support templates for the physical settlement lifecycle.

Module: OptionIndex.PoolVault

Multi-depositor fungible pool (matches Solidity SplitVault pattern).

PoolVault

Shared pool — anyone can deposit. Two-phase settle+redeem prevents race conditions. "Use it or lose it" N — unexercised N becomes worthless, base stays in pool benefiting P holders.

PoolPToken / PoolNToken

Fungible-like pool share tokens.

Choices: Transfer, Split, Recombine with counterpart, Redeem (PoolPToken), Exercise (PoolNToken)

PoolExerciseReceipt / PoolRecombinationReceipt / PoolRedemption

Pull-based claim pattern with separate RedeemBase/RedeemQuote/RedeemBoth choices.

Module: OptionIndex.Intents

On-chain intent expression for the agent-first architecture.

IntentAnnouncement

Public signal of a user's strategic intent. References constraintHash linking off-chain intent to on-chain verification.

VaultComplianceRegistry

Per-vault compliance tracking. Records vault parameters, attestations, and lifecycle events.