Function japanese_simple_yield 

pub fn japanese_simple_yield(
    bond: &FixedRateBond,
    clean: f64,
    settlement: NaiveDate,
) -> f64

The Japanese simple yield (vendor calc type 51, the JGB market’s primary quote) from a clean price: (c·100 + (100 − clean)/n) / clean.

The one convention here that is not the pricing body at some basis. It is linear in the clean price, discounts nothing, and has no yield at which a present value is taken — so it neither reaches dirty_price nor needs a solver. n is the years from settlement to maturity on the bond’s own accrual basis, and redemption is par.

japanese_simple_price is its exact inverse.