Function bond_future_option_diagnostics 

pub fn bond_future_option_diagnostics(
    instrument: &AnyInstrument,
    market: &MarketContext,
) -> Result<BondFutureOptionDiagnostics, BondReadingError>

The quantities an option on a bond future is priced from, per 100 — the quoted futures price, the vol and its convention, the time, the discount factor, the European value, the early-exercise premium and the critical futures price where Barone-Adesi–Whaley applies.

Errors

BondReadingError::Product for an instrument that is not a bond future option; BondReadingError::Pricing from the market or the model.