Function yield_to_call_of 

fn yield_to_call_of(
    bond: &CallableBond,
    dirty: f64,
    entry: &Callability,
    settlement: NaiveDate,
    basis: YieldBasis,
) -> Result<f64, CallYieldError>

The yield to a single exercise entry at dirty: the yield repricing the scenario that redeems on the entry’s date at the entry’s price.

The existing solver over flows truncated at the redemption date — no second solver and no second pricing body. A CallPrice::Clean entry adds accrued to the redemption; a CallPrice::Dirty one does not.

Errors

CallYieldError::MakeWhole for a curve-dependent redemption, CallYieldError::Past for an entry not after settlement, and CallYieldError::Solve when no yield reproduces the price.