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redemption_flows_per_100

Function redemption_flows_per_100 

fn redemption_flows_per_100(
    bond: &FixedRateBond,
    date: NaiveDate,
    redemption: f64,
    settlement: NaiveDate,
    day_count: Option<DayCountFraction>,
) -> Vec<(f64, f64)>
Expand description

The flows per 100 face of the scenario that redeems bond on date at redemption (a dirty amount per 100), as (time, amount) pairs measured from settlement.

The bond’s own coupons up to the redemption date, then the redemption plus whatever coupon that date itself pays. Nothing new is priced: yield_solve_of_flows takes it from here.