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uk_money_accrued

Function uk_money_accrued 

pub fn uk_money_accrued<C: InflationCurve<f64> + ?Sized>(
    bond: &InflationLinkedBond,
    convention: LinkerConvention,
    settlement: NaiveDate,
    fixings: &FixingsView<'_, f64>,
    curve: &C,
    assumed_inflation: Option<f64>,
) -> Result<f64, LinkerQuoteError>
Expand description

The money accrued per 100 at settlement.

Three-month-lag gilts scale the real accrued by the settlement index ratio; eight-month-lag gilts scale by the current dividend’s known — or assumed_inflation-projected — money ratio, because that is the index the dividend will actually pay at.

§Errors

LinkerQuoteError::WrongFamily outside the UK convention; curve errors otherwise.