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australian_price_from_snapshot

Function australian_price_from_snapshot 

fn australian_price_from_snapshot(
    snap: &AustralianSnapshot,
    real_yield: f64,
) -> f64
Expand description

The AOFM price formula at a trial quarterly-compounded real yield:

P = v^{f/d} · [g(1 + aₙ) + 100·vⁿ] · Kt·(1 + p/100)^{−f/d} / 100

with i = y/4, v = 1/(1+i), aₙ = (1−vⁿ)/i. An ex-interest settlement drops the 1 +, and the price rounds to three places except in the final ex-interest period, which the published rule leaves unrounded.