Function solve_flat_spread
pub(crate) fn solve_flat_spread(
terms: &[(f64, f64)],
target: f64,
) -> Result<f64, SpreadSolveError>Expand description
The flat continuous spread s for which Σ pvᵢ·exp(−s·τᵢ) equals
target, over terms of (τ, amount·DF) snapshotted before the search —
the one body the bond’s and the structured note’s z-spreads solve through.
§Errors
As z_spread_on_curve, less the curve queries the caller already made.