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fair_margin

Function fair_margin 

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

A bond total return swap’s fair funding margin against market.

§Errors

BondReadingError::Product for an instrument that is not a bond total return swap; otherwise as fair_margin_with.