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uk_anchor

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}.