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r90 floor and cap optimize#146

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ricklista wants to merge 1 commit intomasterfrom
feature/r90FloorAndCap
Open

r90 floor and cap optimize#146
ricklista wants to merge 1 commit intomasterfrom
feature/r90FloorAndCap

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📄 Description

r90 floor and cap optimize

🧠 Rationale

Ensure that the lowest r90 of the market, which has not been used for a long time, does not fall below the floor.

🧪 Example / Testing

forge test --match-contract InterestRateModelTest -vvv

🧬 Changes Summary

  • update contract src/interest-rate-model/InterestRateModel.sol

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Pull request overview

Updates the interest rate model to better enforce a configured borrow-rate floor by adjusting the stored rateAtTarget (r90) so markets that have been inactive don’t drift into rates below the floor.

Changes:

  • Clamp endRateAtTarget to respect the configured rateFloor (scaled by the curve steepness) while still honoring the rate cap constraint.
  • Add tests covering rateAtTarget behavior when the floor is below the cap and when the floor is equal to (or effectively too close to) the cap.

Reviewed changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 5 comments.

File Description
src/interest-rate-model/InterestRateModel.sol Adds floor-aware clamping for endRateAtTarget (stored r90) to keep future rates from drifting below the floor.
test/interest-rate-model/InterestRateModelTest.sol Adds regression tests validating rateAtTarget updates under different floor/cap relationships.

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2 participants