Function yield_sensitivity 

pub fn yield_sensitivity(
    bond: &FixedRateBond,
    y: f64,
    settlement: NaiveDate,
    basis: YieldBasis,
) -> f64

∂y/∂P at a solved yield — the implicit-function derivative of the pricing relationship, for reattaching a passively-solved yield to the pricing mode.

With y solving P(y) = F, ∂y/∂F = 1/P′. A bond option that forwards on a differentiated price uses this instead of re-taping two hundred bisection steps to recover one number.