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simple_margin

Function simple_margin 

pub fn simple_margin(
    instrument: &AnyInstrument,
    quoted_clean: f64,
    settlement: NaiveDate,
) -> Result<f64, BondReadingError>
Expand description

A floating-rate note’s simple margin at quoted_clean on settlement: the closed form, no curve and no solve.

§Errors

BondReadingError::Product for an instrument that is not a floating-rate note.