Function npv
pub fn npv(
market: &MarketContext,
book: &[AnyInstrument],
) -> Result<f64, PricingError>Expand description
The value of one book against market, with no derivatives taken.
The value-only path: the passive lift borrows, the views borrow, and nothing per-curve is allocated for parameters.
The sum is a single-currency sum. A slice spanning currencies is refused —
this entry point has no channel to declare a reporting currency, so use
Book with
reporting_in for a mixed book
rather than getting a number in mixed units.
§Errors
PricingError from the resolution or the pricers, and
PricingError::MixedCurrencyBook if the products disagree on currency.