Open
Conversation
52004c9 to
b4d0633
Compare
There was a problem hiding this comment.
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
endRateAtTargetto respect the configuredrateFloor(scaled by the curve steepness) while still honoring the rate cap constraint. - Add tests covering
rateAtTargetbehavior 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. |
💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
📄 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