Function ise_simple_yield 

pub fn ise_simple_yield(
    bond: &FixedRateBond,
    clean: f64,
    settlement: NaiveDate,
) -> Result<f64, YieldSolveError>

The ISE simple yield (vendor calc type 1014) from a clean price.

Two arms, chosen by settlement:

• Before the final coupon period, the ISE quote is the ordinary periodic yield to maturity, so this is yield_solve at the bond’s own basis.
• Inside it, exactly one flow remains — redemption plus the final coupon — and the convention measures its time on ACT/365 at simple interest. The market writes that as (payoff/dirty − 1)·365/days; algebraically it is the pricing body with a single term at Compounding::Simple, since dirty = payoff/(1 + y·t) inverts to exactly that. So this builds the one flow on ACT/365 and hands it to the same solver, rather than restating the arithmetic.

The vendor’s two-decimal display rounding is not applied.

Errors

As yield_solve.