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parse_yield_basis

Function parse_yield_basis 

pub(crate) fn parse_yield_basis(
    yield_convention: Named<YieldQuoteConvention>,
    bond_frequency: Frequency,
    day_count: Option<Named<DayCountFraction>>,
) -> PyResult<YieldBasis>
Expand description

The yield basis a quote is stated on, from the convention a caller named.

A basis is a compounding and a frequency, and a caller who could state one without the other could only get the pairing wrong. So it crosses as a single name — the package’s vocabulary style, as parse_delta_convention above — resolved against the bond’s own payment frequency. The two conventions with no single basis are refused here by name: the readings that reach this (a duration, a convexity, a rung) need one.