Function package_value 

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

A repo’s value with its collateral: the cash leg plus the bond received, less the bond returned at its repo forward, less — classic — the coupons manufactured back.

Errors

BondReadingError::Product for an instrument that is not a repo; otherwise the market’s refusal.