Function uk_anchor
fn uk_anchor<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
next_quasi: NaiveDate,
settlement: NaiveDate,
fixings: &FixingsView<'_, f64>,
curve: &C,
u: f64,
) -> Result<f64, CurveError>Expand description
The DMO projection anchor a = (RPI_L/RPI_B)·u^{2k/12}: the latest
published RPI deflated back k months to the next dividend’s defining
month, with u = (1+π)^{−1/2}.