Skip to main content

quoted_clean_price

Function quoted_clean_price 

pub fn quoted_clean_price(
    bond: &FixedRateBond,
    y: f64,
    settlement: NaiveDate,
    kernel: YieldKernel,
) -> f64
Expand description

The clean price bond quotes at a yield under kernel — the inverse of quoted_yield.

Every kernel is a direct evaluation in this direction; only the yield direction can need a solver.