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uk_real_yield_from_money_dirty

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.