Function callable_oas
pub fn callable_oas(
instrument: &AnyInstrument,
market: &MarketContext,
clean_price: f64,
) -> Result<f64, BondReadingError>Expand description
The option-adjusted spread of a callable bond at clean_price against
market, solved passively. A callable loan is quoted per 100 of its
outstanding at the valuation, once drawn and untagged.
ยงErrors
BondReadingError::Product for an instrument that is not a
callable bond or loan; otherwise as callable_oas_with.