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Assessment reports>Cega>Threat Models>Function: calculateVaultFinalPayoff(address vaultAddress)
GeneralOverview
Findings
High (1)
Medium (4)
Low (2)
Informational (2)
DiscussionCentralization risksUsing non-ERC20 token standardsImpossibility of reentrancy in the queue-processing functions
Threat ModelsWhat are threat models?CegaState.sol
FCNProduct.solFunction: addOptionBarrier(address vaultAddress, OptionBarrier optionBarrier)Function: addToDepositQueue(uint256 amount, address receiver)Function: addToWithdrawalQueue(address vaultAddress, uint256 amountShares, address receiver)Function: calculateCurrentYield(address vaultAddress)Function: calculateVaultFinalPayoff(address vaultAddress)Function: checkBarriers(address vaultAddress)Function: createVault(string _tokenName, string _tokenSymbol, uint256 _vaultStart)Function: openVaultDeposits(address vaultAddress)Function: processDepositQueue(address vaultAddress, uint256 maxProcessCount)Function: processWithdrawalQueue(address vaultAddress, uint256 maxProcessCount)Function: receiveAssetsFromCegaState(address vaultAddress, uint256 amount)Function: removeOptionBarrier(address vaultAddress, uint256 index, string _asset)Function: removeVault(address vaultAddress)Function: rolloverVault(address vaultAddress)Function: setIsDepositQueueOpen(bool _isDepositQueueOpen)Function: setKnockInStatus(address vaultAddress, bool newState)Function: setManagementFeeBps(uint256 _managementFeeBps)Function: setMaxDepositAmountLimit(uint256 _maxDepositAmountLimit)Function: setTradeData(address vaultAddress, uint256 _tradeDate, uint256 _tradeExpiry, uint256 _aprBps, uint256 _tenorInDays)Function: setVaultMetadata(address vaultAddress, FCNVaultMetadata metadata)Function: setVaultStatus(address vaultAddress, VaultStatus _vaultStatus)Function: setYieldFeeBps(uint256 _yieldFeeBps)Function: updateOptionBarrierOracle(address vaultAddress, uint256 index, string _asset, string newOracleName)
Oracle.sol

Function: calculateVaultFinalPayoff(address vaultAddress)

Calculates the final payoff for a given vault.

Inputs

  • vaultAddress

    • Control: Fully controlled.

    • Constraints: The vault must have a state of TradeExpired or PayoffCalculated.

    • Impact: The vault's state and metadata may potentially be updated.

Branches and code coverage (including function calls)

Intended branches

  • Should calculate the correct payoff when a knock-in event has not occurred.

  • Should calculate the correct payoff when a knock-in event has occurred.

Negative behaviour

  • Should revert if the vault is in an invalid state.

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