Merge 173b2d9 into 7c084b8

atpar · Sep 10, 2020 · 2fb975f · 2fb975f
2 parents 7c084b8 + 173b2d9
commit 2fb975f
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Showing 5 changed files with 19 additions and 15 deletions.
diff --git a/packages/actus-solidity/contracts/Core/Utils/CycleUtils.sol b/packages/actus-solidity/contracts/Core/Utils/CycleUtils.sol
@@ -2,6 +2,7 @@
 pragma solidity ^0.6.11;
 pragma experimental ABIEncoderV2;
 
+import "openzeppelin-solidity/contracts/math/SafeMath.sol";
 import "../../external/BokkyPooBah/BokkyPooBahsDateTimeLibrary.sol";
 
 import "../ACTUSTypes.sol";
@@ -17,6 +18,7 @@ import "./PeriodUtils.sol";
 contract CycleUtils is ACTUSConstants, EndOfMonthConventions, PeriodUtils {
 
     using BokkyPooBahsDateTimeLibrary for uint;
+    using SafeMath for uint;
 
     /**
      * @notice Applies the cycle n - times (n := cycleIndex) to a given date
@@ -29,17 +31,17 @@ contract CycleUtils is ACTUSConstants, EndOfMonthConventions, PeriodUtils {
         uint256 newTimestamp;
 
         if (cycle.p == P.D) {
-            newTimestamp = cycleStart.addDays(cycle.i * cycleIndex);
+            newTimestamp = cycleStart.addDays(cycle.i.mul(cycleIndex));
         } else if (cycle.p == P.W) {
-            newTimestamp = cycleStart.addDays(cycle.i * 7 * cycleIndex);
+            newTimestamp = cycleStart.addDays(cycle.i.mul(7).mul(cycleIndex));
         } else if (cycle.p == P.M) {
-            newTimestamp = cycleStart.addMonths(cycle.i * cycleIndex);
+            newTimestamp = cycleStart.addMonths(cycle.i.mul(cycleIndex));
         } else if (cycle.p == P.Q) {
-            newTimestamp = cycleStart.addMonths(cycle.i * 3 * cycleIndex);
+            newTimestamp = cycleStart.addMonths(cycle.i.mul(3).mul(cycleIndex));
         } else if (cycle.p == P.H) {
-            newTimestamp = cycleStart.addMonths(cycle.i * 6 * cycleIndex);
+            newTimestamp = cycleStart.addMonths(cycle.i.mul(6).mul(cycleIndex));
         } else if (cycle.p == P.Y) {
-            newTimestamp = cycleStart.addYears(cycle.i * cycleIndex);
+            newTimestamp = cycleStart.addYears(cycle.i.mul(cycleIndex));
         } else {
             revert("Schedule.getNextCycleDate: ATTRIBUTE_NOT_FOUND");
         }

diff --git a/packages/actus-solidity/contracts/Core/Utils/PeriodUtils.sol b/packages/actus-solidity/contracts/Core/Utils/PeriodUtils.sol
@@ -2,6 +2,7 @@
 pragma solidity ^0.6.11;
 pragma experimental ABIEncoderV2;
 
+import {SafeMath as SafeMul} from "openzeppelin-solidity/contracts/math/SafeMath.sol";
 import "../../external/BokkyPooBah/BokkyPooBahsDateTimeLibrary.sol";
 
 import "../ACTUSTypes.sol";
@@ -13,6 +14,7 @@ import "../ACTUSTypes.sol";
 contract PeriodUtils {
 
     using BokkyPooBahsDateTimeLibrary for uint;
+    using SafeMul for uint;
 
     /**
      * @notice Applies a period in IP notation to a given timestamp
@@ -27,13 +29,13 @@ contract PeriodUtils {
         if (period.p == P.D) {
             newTimestamp = timestamp.addDays(period.i);
         } else if (period.p == P.W) {
-            newTimestamp = timestamp.addDays(period.i * 7);
+            newTimestamp = timestamp.addDays(period.i.mul(7));
         } else if (period.p == P.M) {
             newTimestamp = timestamp.addMonths(period.i);
         } else if (period.p == P.Q) {
-            newTimestamp = timestamp.addMonths(period.i * 3);
+            newTimestamp = timestamp.addMonths(period.i.mul(3));
         } else if (period.p == P.H) {
-            newTimestamp = timestamp.addMonths(period.i * 6);
+            newTimestamp = timestamp.addMonths(period.i.mul(6));
         } else if (period.p == P.Y) {
             newTimestamp = timestamp.addYears(period.i);
         } else {

diff --git a/packages/actus-solidity/contracts/Engines/ANN/ANNPOF.sol b/packages/actus-solidity/contracts/Engines/ANN/ANNPOF.sol
@@ -266,10 +266,10 @@ contract ANNPOF is Core {
                     roleSign(terms.contractRole)
                     * (
                         state.nextPrincipalRedemptionPayment
-                        - state.accruedInterest
-                        - timeFromLastEvent
-                        .floatMult(state.nominalInterestRate)
-                        .floatMult(state.notionalPrincipal)
+                        .sub(state.accruedInterest)
+                        .sub(timeFromLastEvent
+                            .floatMult(state.nominalInterestRate)
+                            .floatMult(state.notionalPrincipal))
                     )
                 )
             )

diff --git a/packages/actus-solidity/contracts/Engines/ANN/ANNSTF.sol b/packages/actus-solidity/contracts/Engines/ANN/ANNSTF.sol
@@ -503,7 +503,7 @@ contract ANNSTF is Core {
         returns (State memory)
     {
         // riskFactor not supported
-        int256 rate = int256(externalData) * terms.rateMultiplier + terms.rateSpread;
+        int256 rate = int256(externalData).mul(terms.rateMultiplier).add(terms.rateSpread);
         int256 deltaRate = rate.sub(state.nominalInterestRate);
 
         // apply period cap/floor

diff --git a/packages/actus-solidity/contracts/Engines/CEG/CEGPOF.sol b/packages/actus-solidity/contracts/Engines/CEG/CEGPOF.sol
@@ -25,7 +25,7 @@ contract CEGPOF is Core {
         pure
         returns(int256)
     {
-        return state.exerciseAmount + state.feeAccrued;
+        return state.exerciseAmount.add(state.feeAccrued);
     }
 
     /**