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feat: track future cashflows per asset #219

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merged 4 commits into from
Jul 2, 2024

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filo87
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@filo87 filo87 commented Jun 28, 2024

Fixes #196
Fixes #220

@filo87 filo87 self-assigned this Jun 28, 2024
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filo87 commented Jun 28, 2024

@hieronx this first implementation covers only the creation of cashflows, but for further optimization I need some more information...

  1. How often do the cashflows change between Events?
  2. Do some cashflow entities get deleted over time?
  3. Is it correct to assume that DebtTransfers do not modify the cashflows?

Thx ;)

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hieronx commented Jun 28, 2024

How often do the cashflows change between Events?

Between Events they shouldn't change.

Do some cashflow entities get deleted over time?

Yes. If you change maturity to an earlier date, the older cashflows would be deleted. Also if the interest rate changes, all existing cashflows change their amounts. I would suggest anytime you query the cashflows for an asset on an event, just delete the existing ones and create new ones.

Is it correct to assume that DebtTransfers do not modify the cashflows?

No that is not true, a repayment/borrow through a debt transfer also modifies the cashflows.

@filo87 filo87 requested a review from hieronx July 1, 2024 19:05
@filo87 filo87 requested review from hieronx and removed request for hieronx July 2, 2024 12:35
@hieronx hieronx merged commit 99ea318 into main Jul 2, 2024
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Support for loan runtime V3 Track future cashflows per asset
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