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Calculate YTM per asset tx and per asset #208

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hieronx opened this issue Jun 21, 2024 · 0 comments

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hieronx commented Jun 21, 2024 •

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YTM calculation: https://github.com/centrifuge/apps/blob/main/centrifuge-app/src/pages/Loan/TransactionTable.tsx#L86

type AssetTransaction @entity {
  ..
  yieldToMaturity: BigInt # REPAID transactions only
}

type Asset @entity {
  ..
  weightedPurchaseYTM: BigInt # weighted average of asset transactions
  currentYTM: BigInt # based on current face value and date
}

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