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.