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dirty_price

Function dirty_price 

pub fn dirty_price<R: Scalar>(
    bond: &FixedRateBond,
    y: R,
    settlement: NaiveDate,
    basis: YieldBasis,
) -> R
Expand description

The dirty price per 100 face at yield y, in mode R.

The one pricing body in this module. Everything else in yield space is this evaluated in a mode that carries derivatives.

Takes the yield by value even though it reads it once per flow. That matches every other pricing body in the crate, and a reference here would make this the one formula whose caller has to think about ownership.