Function bond_option_diagnostics 

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

A bond option’s pricing diagnostics against market, under the yield-vol engine.

Errors

BondReadingError::Product for an instrument that is not a bond option, or one priced on the Hull-White engine, which has no such decomposition; otherwise as the option’s valuation.