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australian_real_yield_from_price

Function australian_real_yield_from_price 

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

The quarterly-compounded real yield implied by an AOFM price.

As with the ANBIMA quote, the published rounding makes the price a step function of the yield, so the solve lands on the step containing the quote.

ยงErrors

LinkerQuoteError::WrongFamily outside the Australian convention; LinkerQuoteError::Solve when no yield reproduces the price.