Function anbima_yield_from_price
pub fn anbima_yield_from_price(
bond: &InflationLinkedBond,
convention: LinkerConvention,
price: f64,
settlement: NaiveDate,
vna: f64,
calendar: &dyn Calendar,
) -> Result<f64, LinkerQuoteError>Expand description
The real yield implied by an ANBIMA unit price, by bisection over the exact truncation chain.
The chain makes the price a step function of the yield, so the solve lands on the step containing the quote rather than on a point where the residual vanishes. That is the market’s own arithmetic and not a defect: a quotation truncated to four places cannot distinguish yields finer than its last step.
§Errors
LinkerQuoteError::WrongFamily outside the ANBIMA convention;
LinkerQuoteError::Solve when no yield reproduces the price.