Function invoice
pub fn invoice<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
convention: LinkerConvention,
real_clean: f64,
settlement: NaiveDate,
fixings: &FixingsView<'_, f64>,
curve: &C,
) -> Result<LinkerInvoice, LinkerQuoteError>Expand description
The settlement invoice for a real-yield-quoting linker at a real clean quote.
Eight-month-lag gilts are refused rather than served: they quote in money
terms already, so scaling a “real clean” by a ratio would index a number
that is not real. Their invoice is
uk_money_price with uk_money_accrued.
§Errors
LinkerQuoteError::WrongFamily outside the real-yield family, including
for the eight-month UK generation; curve errors otherwise.