Function anbima_price
pub fn anbima_price(
bond: &InflationLinkedBond,
convention: LinkerConvention,
tir: f64,
settlement: NaiveDate,
vna: f64,
calendar: &dyn Calendar,
) -> Result<AnbimaQuote, LinkerQuoteError>Expand description
The ANBIMA quotation at a real yield (tir, per annum as a decimal).
Each flow is discounted by (1+tir)^{du/252} with the exponent truncated to
fourteen places, each parcel rounded to ten, the quotation truncated to
four, and the price truncated to six. du counts business days on
calendar from settlement inclusive to payment exclusive.
ยงErrors
LinkerQuoteError::WrongFamily outside the ANBIMA convention.