Actualized Positions and Valuation

HoldingAccount.get_actualized_position() mirrors the contract’s lazy settlement rules off chain:

• reserved units become active after IED
• cumulative interest and principal indices are applied to the holder checkpoints
• the returned position is a preview only; it does not mutate chain state

holder = app.account(investor)
position = holder.get_actualized_position()

get_valuation() builds on top of that position and adds economic fields:

• principal_share
• claimable_interest
• claimable_principal
• accrued_interest_not_due
• economic_value_total

valuation = holder.get_valuation()

Trade Quotes

quote_trade(units=...) is intended to support secondary-market pricing in the middle of an accrual period.

The quote always returns:

• the current principal share of the traded units
• accrued interest that is not yet due
• a par-reference clean value
• a par-reference dirty value

If a clean quote is supplied, the SDK derives a market dirty value by adding accrued-not-due carry.

from decimal import Decimal
from d_asa import TradeQuoteInput

quote = holder.quote_trade(
    25,
    clean_quote=TradeQuoteInput(clean_price_per_100=Decimal("99.25")),
)

Important behavior:

• Quotes are rejected when a due ACTUS event is already pending at the requested timestamp.

• Existing claimable_interest and claimable_principal remain attached to the seller account and are reported as retained balances, not transferred unit value.

• clean_price_per_100 requires a PricingContext, because notional_unit_value is SDK metadata and is not stored on chain.