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australian_price_from_real_yield

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.