Prospectus Framework
This section outlines the structure used to define, manage, and publish each Structured Index Product offered by OLTA.
Each OLTA fund will be documented through a dedicated Index Prospectus, which consolidates all essential information including strategic intent, index methodology, asset eligibility, weighting rules, and rebalancing logic. Where applicable, a concise Factsheet may be made available for summary-level access.
Purpose of the Prospectus
The OLTA Index Prospectus ensures:
Transparency in index composition and methodology
Consistency across product lines
Credibility for institutional adoption
Compliance-readiness through documented, rule-based structuring
Core Components of Each Index Prospectus
Each index issued under the OLTA protocol will include a dedicated prospectus covering the following areas:
Section
Description
Index Objective
Thematic or strategic rationale behind the index
Constituent Selection
Eligibility filters and criteria (liquidity, market cap, sector, etc.)
Weighting Methodology
Weighting rules: market-cap, equal, or custom
Rebalancing Frequency
Rules and cadence for recalibration (e.g., monthly, quarterly)
Inclusion & Exclusion Rules
Procedures for adding/removing assets
Index Calculation Method
Pricing formulas, NAV computation, smoothing techniques
Fees & Parameters
Index management fee, slippage model, operational limits
Disclaimers & Risk Factors
Standard disclosures on volatility, market risk, and token behavior
Governance
Index prospectuses are reviewed and updated via the OLTA governance process.
Structural changes such as updates to methodology or composition logic can be proposed by the core contributors and become effective once ratified through DAO governance or other designated protocol-level procedures.
Archived versions are stored on-chain and remain publicly accessible.
This structure allows OLTA to publish robust, auditable, and evolutive index products aligned with institutional standards.
Last updated