Function forward_price 

pub fn forward_price(
    bond: &FixedRateBond,
    market: &MarketContext,
    forward_date: NaiveDate,
    basis: PriceBasis,
    repo_key: Option<&str>,
) -> Result<f64, BondReadingError>

A fixed-rate bond’s forward price on forward_date against market, clean or dirty by basis, carried on the repo curve under repo_key or on the discount curve itself.

Errors

BondReadingError::Pricing where the market lacks the curve or the date lies off it.