RateModelLL2 Manual Review Findings

RLL-01M: Inexistent Usage of Safe Arithmetics

Description:

The multiplication performed between hockeyStickUR and rateMultiplier is done unsafely.

Example:

Copy
48finalValue = calcFinal(
49    principleValue,
50    getBorrowerLnSPRRate((hockeyStickUR * rateMultiplier) / ONE_UNIT),
51    secsSinceLastUpdate
52);

Recommendation:

We advise it to be safely performed by using a wrapper library such as SafeMath to prevent overflows.

Alleviation:

Safe arithmetics are now correctly applied to the inner multiplication within calcNewValue, alleviating this exhibit.