Function bond_rung 

pub(crate) fn bond_rung(
    bond: &PyFixedRateBond,
    quote: f64,
    measure: &str,
    reference: NaiveDate,
    yield_convention: Named<YieldQuoteConvention>,
    day_count: Option<Named<DayCountFraction>>,
) -> PyResult<PyRung>

A priced rung on a bullet bond from a market quote: measure is clean_price or dirty_price (per cent of par) or yield (a decimal under yield_convention, default being the bond’s own frequency); the pillar is the bond’s maturity and the money per unit quote is face / 100. A spread is refused: it presupposes the benchmark the rung would calibrate. reference is the quote’s settlement, which may follow the curve’s own reference date: the ladder then compares the quote with the bond’s value forwarded to it.