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valorem-labs-inc
Valorem Clear is a DeFi money lego, enabling writing covered calls and cash-secured puts, physically settled or cash settled, American, European, and Exotic options.
We need a view contract which can compute the greeks and black scholes valuation of a valorem option where both the underlying and exercise asset are traded on uniswap v3....
@rglover noted that `newChain` is not clear, and that the function should instead be called `newOptionType`
We need to place an upper bound on the growth rate of the assignment process to make the protocol invulnerable to a "denial of service" attack vector on a given...
Review that each event is emitting the information it should be (i.e. see if any fields should be added, or are irrelevant and should be removed).
testFailNewOptionTypeOptionsTypeExists // TODO: investigate this revert - OptionsChainExists error should be displayed // with an argument, implying this expectRevert would use `abi.encodeWithSelector(); testExerciseWithDifferentDecimals test fails with an InvalidAssets() error
underlying and exercise assets are cast as ERC20s and checked that total supplies are less than the amount written. evaluate if the check should be kept
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Valorem Clear is a DeFi money lego, enabling writing covered calls and cash-secured puts, physically settled or cash settled, American, European, and Exotic options.