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australian_indexation_factor

Function australian_indexation_factor 

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

The Kt at date in ratio form: round₂(100 · I(lagged(date))/I_base).

A stand-in for the published factor, equal to the per-step chain when no step rounds. Advance a published Kt with australian_kt_step where one is available; this is what to use when it is not.

§Errors

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