Skip to main content

observation_published

Function observation_published 

pub(crate) fn observation_published<R: Scalar>(
    index: &str,
    date: NaiveDate,
    lag_months: u32,
    fixings: &FixingsView<'_, R>,
) -> bool
Expand description

Whether every month the observation of index for date at lag_months reads is published — the observed level is then known, and an option on it is its intrinsic value.