Skip to main content

note_z_spread

Function note_z_spread 

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

A structured note’s z-spread at dirty_price against market.

§Errors

BondReadingError::Product for an instrument that is not a structured note; otherwise as note_z_spread_with.