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street_index_ratio

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.