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curve_npv

Function curve_npv 

pub fn curve_npv<R: Scalar, C: YieldCurve<R>>(
    bond: &FixedRateBond,
    curve: &C,
    cut: NaiveDate,
) -> Result<R, CurveError>
Expand description

The curve value of bond’s remaining flows: Σ amount·DF(date), face-scaled to the bond’s own face amount, in mode R.

This is the bullet bond’s market price, and it is also — deliberately — the exact body the callable pricer degenerates to when its schedule is empty, which is what makes the bullet-degeneracy invariant an identity rather than a tolerance.

§Errors

CurveError from the discount queries.