IUnderwriterVault

Git Source

Inherits: IVault

Functions

settle

Settles all expired option positions.

function settle() external;

Errors

Vault__UtilisationOutOfBounds

error Vault__UtilisationOutOfBounds();

Structs

UnderwriterVaultSettings

struct UnderwriterVaultSettings {
    UD60x18 alpha;
    UD60x18 hourlyDecayDiscount;
    UD60x18 minCLevel;
    UD60x18 maxCLevel;
    UD60x18 maxDTE;
    UD60x18 minDTE;
    UD60x18 minDelta;
    UD60x18 maxDelta;
}

UnexpiredListingVars

struct UnexpiredListingVars {
    UD60x18 spot;
    UD60x18 riskFreeRate;
    UD60x18[] strikes;
    UD60x18[] timeToMaturities;
    uint256[] maturities;
    UD60x18[] sigmas;
}

LockedSpreadInternal

struct LockedSpreadInternal {
    UD60x18 totalLockedSpread;
    UD60x18 spreadUnlockingRate;
    uint256 lastSpreadUnlockUpdate;
}

QuoteVars

struct QuoteVars {
    UD60x18 spot;
    UD60x18 tau;
    UD60x18 sigma;
    UD60x18 riskFreeRate;
    SD59x18 delta;
    UD60x18 price;
    UD60x18 cLevel;
}

QuoteInternal

struct QuoteInternal {
    address pool;
    UD60x18 premium;
    UD60x18 spread;
    UD60x18 mintingFee;
}

QuoteArgsInternal

struct QuoteArgsInternal {
    UD60x18 strike;
    uint256 maturity;
    bool isCall;
    UD60x18 size;
    bool isBuy;
    address taker;
}