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.