Function effective_risk
pub fn effective_risk(
instrument: &AnyInstrument,
market: &MarketContext,
oas: f64,
) -> Result<LatticeMoments, BondReadingError>Expand description
The callable’s price and its first two sensitivities to a parallel
continuous shift of the discounting at oas, from one lattice pass.
§Errors
BondReadingError::Product for an instrument that is not a
callable bond; otherwise as the callable’s own reading.