Function anbima_nominal_value 

pub fn anbima_nominal_value<C: InflationCurve<f64> + ?Sized>(
    bond: &InflationLinkedBond,
    convention: LinkerConvention,
    date: NaiveDate,
    fixings: &FixingsView<'_, f64>,
    curve: &C,
) -> Result<f64, LinkerQuoteError>

The official VNA at date: 1000 · I(date)/I_base, truncated to six decimals.

Index resolution is a published fixing at the exact date first and the curve otherwise, so a curve carrying the ANBIMA pro-rata projection reproduces the projected VNA rather than a smoothed one.

Errors

LinkerQuoteError::WrongFamily outside the ANBIMA convention; curve errors otherwise.