Function street_index_ratio
pub fn street_index_ratio<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
convention: LinkerConvention,
date: NaiveDate,
fixings: &FixingsView<'_, f64>,
curve: &C,
) -> Result<f64, CurveError>Expand description
The street index ratio at date, by the bond’s own market convention.
The quoted counterpart to
InflationLinkedBond::index_ratio, which is what
the pricing path scales flows by. The two read different observations and
apply different rounding, and neither is an approximation of the other.
§Errors
CurveError from the curve queries.