Function discount_margin
pub fn discount_margin(
instrument: &AnyInstrument,
market: &MarketContext,
quoted_clean: f64,
) -> Result<f64, BondReadingError>Expand description
A floating-rate note’s discount margin at quoted_clean against market.
§Errors
BondReadingError::Product for an instrument that is not a
floating-rate note; otherwise as the note’s own solve.