Cap/Floor Calculation

The cap and floor of the pools are determined using the most recent N-day Moving Average (MA) value of the index before the start of the pools.

Example: For pools running from startDate to endDate, the N-day MA (N is based on pool length) as of now is X.

  1. Pool One: Cap = 2X, Floor = 0

  2. Pool Two: Cap = 4X, Floor = 2X

  3. Pool Three: Cap = 6X, Floor = 4X

Note: The cap/floor range is set using 2X increments for simplicity, but this increment can be adjusted based on the specific requirements of the pool length.

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