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