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z_spread

Function z_spread 

pub fn z_spread(
    bond: &FixedRateBond,
    market: &MarketContext,
    price: f64,
    basis: PriceBasis,
    security_spread: Option<&str>,
) -> Result<f64, BondReadingError>
Expand description

A fixed-rate bond’s z-spread at price (clean or dirty by basis) over its currency’s discount curve on market, overlaid by the security spread under security_spread where one is named.

§Errors

BondReadingError::Pricing where the market lacks the curve, or the price cannot be bracketed.