Skip to main content

clean_price_at_oas

Function clean_price_at_oas 

pub fn clean_price_at_oas(
    instrument: &AnyInstrument,
    market: &MarketContext,
    oas: f64,
) -> Result<f64, BondReadingError>
Expand description

The clean price of a callable bond at oas against market, or of a callable loan per 100 of its outstanding.

ยงErrors

BondReadingError::Product for an instrument that is not a callable bond or loan; otherwise as clean_price_at_oas_with.