Function uk_real_yield_from_money_dirty
pub fn uk_real_yield_from_money_dirty<C: InflationCurve<f64> + ?Sized>(
bond: &InflationLinkedBond,
convention: LinkerConvention,
money_dirty: f64,
settlement: NaiveDate,
fixings: &FixingsView<'_, f64>,
curve: &C,
assumed_inflation: Option<f64>,
) -> Result<f64, LinkerQuoteError>Expand description
The semiannual real yield implied by a money dirty price — the inverse
of uk_money_price, by bisection over the case formula.
The snapshot is taken once; each iteration is pure arithmetic in the trial yield, as the OAS and discount-margin solves are.
§Errors
LinkerQuoteError::WrongFamily outside the UK convention;
LinkerQuoteError::Solve when no yield reproduces the price.