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delvtech / hyperdrive

An automated market maker for fixed and variable yield with on-demand terms.
Apache License 2.0
25 stars 3 forks source link

timeStretch precision on multi-year terms #1068

Open jrhea opened 2 weeks ago

jrhea commented 2 weeks ago

At high APRs and multi-year terms, the current timestretch calculation calculateTimeStretch() suffers from precision issues that can be tested in the unit test test_calculateTimeStretch()