calculate_implied_rate was meant to return an annualized rate, but it was returning an HPR instead. This fixes it to return an annualized rate, and adds helper functions for turning annualized rates into HPR.
This also makes the test tolerance for calculate_implied_rate scale with the total implied rate, to ensure the tests don't fail while the error is still within reasonable bounds for larger results.
Adds calculate_hpr_given_apr and calculate_hpr_given_apy functions.
Review Checklists
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through the checklist, it is recommended to leave comments on items that are
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[ ] Testing
[ ] Are there new or updated unit or integration tests?
[ ] Do the tests cover the happy paths?
[ ] Do the tests cover the unhappy paths?
[ ] Are there an adequate number of fuzz tests to ensure that we are
covering the full input space?
[ ] If matching Solidity behavior, are there differential fuzz tests that
ensure that Rust matches Solidity?
Description
calculate_implied_ratewas meant to return an annualized rate, but it was returning an HPR instead. This fixes it to return an annualized rate, and adds helper functions for turning annualized rates into HPR.This also makes the test tolerance for
calculate_implied_ratescale with the total implied rate, to ensure the tests don't fail while the error is still within reasonable bounds for larger results.Adds
calculate_hpr_given_aprandcalculate_hpr_given_apyfunctions.Review Checklists
Please check each item before approving the pull request. While going through the checklist, it is recommended to leave comments on items that are referenced in the checklist to make sure that they are reviewed.