Function yield_to_call
pub fn yield_to_call(
instrument: &AnyInstrument,
dirty_price: f64,
date: NaiveDate,
settlement: NaiveDate,
convention: YieldQuoteConvention,
day_count: Option<DayCountFraction>,
) -> Result<f64, BondReadingError>Expand description
The yield to the exercise entry on date at dirty_price, under the
basis convention resolves to on the bond’s frequency, re-based on
day_count where one is given.
§Errors
BondReadingError: not a callable, no entry on date, no single basis,
or a make-whole, past or unbracketable scenario.