fix calculate_implied_rate to scale according to position duration #1006
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MazyGio
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PR originally from [delvtech/hyperdrive#1006](delvtech/hyperdrive#1006) # Resolved Issues Fixes [delvtech/hyperdrive/#1003 ](delvtech/hyperdrive#1003) # Description Fixes calculate_implied_rate to adjust the variable rate according to the term duration and compounding frequency. We should probably add a test with a position duration different than 1 year, but I couldn't easily figure out how to. # 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. If there are multiple reviewers, copy the checklists into sections titled `## [Reviewer Name]`. If the PR doesn't touch Solidity and/or Rust, the corresponding checklist can be removed. ## [[Reviewer Name]] ### Rust - [ ] **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?
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Resolved Issues
Fixes #1003
Description
Fixes calculate_implied_rate to adjust the variable rate according to the term duration and compounding frequency.
We should probably add a test with a position duration different than 1 year, but I couldn't easily figure out how to.
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. If there are
multiple reviewers, copy the checklists into sections titled
## [Reviewer Name].If the PR doesn't touch Solidity and/or Rust, the corresponding checklist can
be removed.
[[Reviewer Name]]
Rust
covering the full input space?
ensure that Rust matches Solidity?