Function yield_to_worst 

pub fn yield_to_worst(
    instrument: &AnyInstrument,
    dirty_price: f64,
    settlement: NaiveDate,
    convention: YieldQuoteConvention,
    day_count: Option<DayCountFraction>,
) -> Result<(NaiveDate, f64), BondReadingError>

The lowest yield over the maturity scenario and every exercise after settlement, with the date attaining it.

Errors

BondReadingError: not a callable, no single basis, or an unbracketable scenario.