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anbima_snapshot

helixrs::instruments::bonds::linker

Function anbima_snapshot 

fn anbima_snapshot(
    bond: &InflationLinkedBond,
    settlement: NaiveDate,
    calendar: &dyn Calendar,
) -> Vec<(NaiveDate, i64, f64, f64)>
Expand description

The yield-independent ANBIMA flow snapshot: per remaining flow its date, business-day count, amount, and truncated exponent.

Taken once so a solve over the yield is pure arithmetic — the ex-div selection, the business-day counts and the exponent truncation do not move with the trial yield.