/** Exactly rate/scale helpers. All on-chain rates are WAD (1e18) fractions. */
/** WAD annualized rate → percent (0.0547e18 → 5.47). */
export declare function exactlyWadRateToPercent(rate: bigint | undefined): number;
/** WAD 1e18-scaled USD price → USD number. */
export declare function exactlyUsdPrice(usdPrice: bigint | undefined): number;
/**
 * WAD per-second late-repay `penaltyRate` → annualized percent. The penalty
 * accrues linearly per second on OVERDUE fixed debt (principal + fee) from
 * maturity until repaid, ON TOP of the owed amount. E.g. the live value
 * 52083333333/s ≈ 164%/yr ≈ 0.45%/day.
 */
export declare function exactlyPenaltyRateToAprPercent(penaltyRatePerSecond: bigint | undefined): number;
/**
 * Approximate floating DEPOSIT APR: borrow-rate income spread over deposits,
 * with utilization measured over BOTH floating debt and the backup lent into
 * fixed pools (fixed borrowers draw on floating liquidity and pay at least
 * comparable rates, so backup principal earns too — a market whose borrowing
 * is all fixed would otherwise display 0%). Still a lower-bound approximation
 * (ignores the earnings-accumulator drip and backup-fee premium); exact yield
 * needs the accumulator model.
 */
export declare function exactlyFloatingDepositAprPercent(floatingBorrowRate: bigint | undefined, floatingDebt: bigint | undefined, floatingBackupBorrowed: bigint | undefined, floatingAssets: bigint | undefined): number;
/**
 * Effective pairwise LTV between two Exactly markets. Exactly health is
 * Σ(collateral × adjustFactor_c) ≥ Σ(debt / adjustFactor_b), so the max
 * borrow of market B against collateral in market A is adjF_A × adjF_B —
 * MULTIPLICATIVE adjust factors (same convention as Dolomite premiums).
 */
export declare function exactlyPairLtv(collateralAdjustFactor: bigint | undefined, borrowAdjustFactor: bigint | undefined): number;
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