Function australian_coupon_factor
pub fn australian_coupon_factor<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
next_coupon: NaiveDate,
fixings: &FixingsView<'_, f64>,
curve: &C,
) -> Result<f64, CurveError>Expand description
The AOFM p for the payment at next_coupon: half the percentage CPI
movement over the two quarters ending two quarters before that payment’s
quarter, p = round₂(50·(CPIₜ/CPIₜ₋₂ − 1)).
The quarterly CPI series is keyed at the first day of each quarter-end month, published fixings first.
§Errors
Curve errors from the CPI lookups.
§Panics
If the quarter-end date arithmetic overflows the calendar, which no bond’s dates do.