Function reference_index
pub fn reference_index<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
date: NaiveDate,
observation: MonthObservation,
fixings: &FixingsView<'_, f64>,
curve: &C,
) -> Result<f64, CurveError>Expand description
The street reference index at date.
Distinct from the pricing observation on purpose. The pricing path reads
I(lagged(t)) and scales the flow by it; this reads the market’s own
reference series, which for most linkers advances daily inside the month
even though the underlying index is published monthly.
§Errors
CurveError from the curve queries.