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uk_money_price

Function uk_money_price 

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

The money dirty price per 100 at a semiannual real yield.

Three-month-lag gilts price the real flows and scale by the settlement index ratio; eight-month-lag gilts use the DMO case formula.

ยงErrors

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