ACTUS

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ACTUS expands to Algorithmic Contract Types Unified Standards. It provides a standardized, machine-readable representation of financial contracts based on their contractual terms, states, events, and cash-flow-generating behavior.

ACTUS organizes financial contracts into contract types that share common behavioral and cash-flow patterns. Each contract type defines deterministic logic for deriving contract events and expected cash flows from the contract terms and applicable risk-factor scenarios.

The approach separates the known contractual structure from uncertain external factors, such as interest rates, foreign-exchange rates, market indexes, counterparty behavior, and other risk factors. This separation supports consistent contract processing, scenario analysis, valuation, accounting, risk management, and regulatory reporting.

open standard that represents financial contracts through standardized algorithmic contract types from which expected cash flows can be computed for specified risk-factor scenarios

• ACTUS Financial Research Foundation, ACTUS Standard Overview
• ACTUS Financial Research Foundation, Introduction to ACTUS
• ACTUS Financial Research Foundation, ACTUS Taxonomy

ACTUS classifies a financial contract by its cash-flow-generating behavior rather than solely by its legal name, market label, or implementation technology.

ACTUS defines the contractual logic and the relationship between a contract and applicable risk factors. It does not define the future values of those risk factors.

A bond, term deposit, and bullet loan may share the same ACTUS contract type when they exhibit the same underlying principal-repayment and periodic-interest cash-flow pattern.