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.