Update SVI to return uint rather than uint128

0xdomrom · web-flow · commit e2a7042a2a88 · 2023-06-05T09:18:14.000+10:00
diff --git a/src/math/SVI.sol b/src/math/SVI.sol
@@ -36,7 +36,7 @@ library SVI {
   function getVol(uint strike, int a, uint b, int rho, int m, uint sigma, uint forwardPrice, uint64 tao)
     internal
     pure
-    returns (uint128)
+    returns (uint)
   {
     // k = ln(strike / fwd)
     int k = FixedPointMathLib.ln(int(strike.divideDecimal(forwardPrice)));
@@ -59,6 +59,6 @@ library SVI {
     }
 
     // sqrt((a + b * (sqrt((k - m)^2 + sigma^2) + rho * (k - m)))/tao)
-    return uint128(FixedPointMathLib.sqrt(uint(w).divideDecimal(uint(tao))));
+    return FixedPointMathLib.sqrt(uint(w).divideDecimal(uint(tao)));
   }
 }

Original file line number	Diff line number	Diff line change
`@@ -36,7 +36,7 @@ library SVI {`
`36`	`36`	`function getVol(uint strike, int a, uint b, int rho, int m, uint sigma, uint forwardPrice, uint64 tao)`
`37`	`37`	`internal`
`38`	`38`	`pure`
`39`		`- returns (uint128)`
	`39`	`+ returns (uint)`
`40`	`40`	`{`
`41`	`41`	`// k = ln(strike / fwd)`
`42`	`42`	`int k = FixedPointMathLib.ln(int(strike.divideDecimal(forwardPrice)));`
`@@ -59,6 +59,6 @@ library SVI {`
`59`	`59`	`}`
`60`	`60`
`61`	`61`	`// sqrt((a + b * (sqrt((k - m)^2 + sigma^2) + rho * (k - m)))/tao)`
`62`		`- return uint128(FixedPointMathLib.sqrt(uint(w).divideDecimal(uint(tao))));`
	`62`	`+ return FixedPointMathLib.sqrt(uint(w).divideDecimal(uint(tao)));`
`63`	`63`	`}`
`64`	`64`	`}`