Function japanese_simple_price 

pub fn japanese_simple_price(
    bond: &FixedRateBond,
    y: f64,
    settlement: NaiveDate,
) -> f64

The clean price at a Japanese simple yield — the closed-form inverse of japanese_simple_yield.

Rearranging y·clean = c·100 + (100 − clean)/n gives clean = (c·100 + 100/n) / (y + 1/n). Both directions are one expression, so the round trip is exact rather than converged.