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.