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callable_oas

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.