Function australian_price_from_real_yield
pub fn australian_price_from_real_yield<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
convention: LinkerConvention,
real_yield: f64,
settlement: NaiveDate,
kt: f64,
fixings: &FixingsView<'_, f64>,
curve: &C,
) -> Result<f64, LinkerQuoteError>Expand description
The AOFM price per 100 face at a quarterly-compounded real yield.
kt is the published indexation factor at the next interest date;
australian_indexation_factor is the curve-based stand-in where none is published.
ยงErrors
LinkerQuoteError::WrongFamily outside the Australian convention; curve
errors otherwise.