LeveragedReturnCalculator

onlyRoleHolder(uint256 roleId) modifier

Reverts unless the caller is a member of the specified roleId.

onlyRoleManager(uint256 roleId) modifier

Reverts unless the caller is a member of the manager role for the specified roleId.

onlyExclusive(uint256 roleId) modifier

Reverts unless the roleId represents an initialized, exclusive roleId.

onlyShared(uint256 roleId) modifier

Reverts unless the roleId represents an initialized, shared roleId.

onlyValidRole(uint256 roleId) modifier

Reverts if roleId is not initialized.

onlyInvalidRole(uint256 roleId) modifier

Reverts if roleId is initialized.

constructor(int256 _leverageMultiplier) public

computeReturn(int256 oldPrice, int256 newPrice) → int256 assetReturn external

Computes the synthetic asset return when the underlying asset price changes from oldPrice to newPrice.

This can be implemented in many different ways, but a simple one would just be levering (or multiplying) the return by some fixed integer.

leverage() → int256 _leverage external

Gets the effective leverage for the return calculator.

If there is no sensible leverage value for a return calculator, this method should return 1.

withdraw(uint256 amount) external

Withdraws ETH from the contract.

withdrawErc20(address erc20Address, uint256 amount) external

Withdraws ERC20 tokens from the contract.

createWithdrawRole(uint256 roleId, uint256 managingRoleId, address owner) internal

Internal method that allows derived contracts to create a role for withdrawal.

Either this method or setWithdrawRole must be called by the derived class for this contract to function properly.

setWithdrawRole(uint256 roleId) internal

Internal method that allows derived contracts to choose the role for withdrawal.

The role roleId must exist. Either this method or createWithdrawRole must be called by the derived class for this contract to function properly.

holdsRole(uint256 roleId, address memberToCheck) → bool public

Whether memberToCheck is a member of roleId.

Reverts if roleId does not correspond to an initialized role.

resetMember(uint256 roleId, address newMember) public

Changes the exclusive role holder of roleId to newMember.

Reverts if the caller is not a member of the managing role for roleId or if roleId is not an initialized, exclusive role.

getMember(uint256 roleId) → address public

Gets the current holder of the exclusive role, roleId.

Reverts if roleId does not represent an initialized, exclusive role.

addMember(uint256 roleId, address newMember) public

Adds newMember to the shared role, roleId.

Reverts if roleId does not represent an initialized, shared role or if the caller is not a member of the managing role for roleId.

removeMember(uint256 roleId, address memberToRemove) public

Removes memberToRemove from the shared role, roleId.

Reverts if roleId does not represent an initialized, shared role or if the caller is not a member of the managing role for roleId.

_createSharedRole(uint256 roleId, uint256 managingRoleId, address[] initialMembers) internal

Internal method to initialize a shared role, roleId, which will be managed by managingRoleId. initialMembers will be immediately added to the role.

Should be called by derived contracts, usually at construction time. Will revert if the role is already initialized.

_createExclusiveRole(uint256 roleId, uint256 managingRoleId, address initialMember) internal

Internal method to initialize a exclusive role, roleId, which will be managed by managingRoleId. initialMembers will be immediately added to the role.

Should be called by derived contracts, usually at construction time. Will revert if the role is already initialized.

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