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quoted_yield

Function quoted_yield 

pub fn quoted_yield(
    bond: &FixedRateBond,
    clean: f64,
    settlement: NaiveDate,
    kernel: YieldKernel,
) -> Result<f64, YieldSolveError>
Expand description

The yield bond quotes at under kernel, from a clean price.

The one entry point a caller reaches when the convention comes from the security rather than from the caller: a BondStatic resolves a YieldQuoteMethod to a YieldKernel, and this evaluates it.

ยงErrors

As yield_solve. The Japanese kernel is closed-form and cannot fail.