Function strip_from_callable
pub fn strip_from_callable(
bond: &CallableBond,
valuation: NaiveDate,
) -> Vec<StripPoint>Expand description
The co-terminal ATM strip a callable bond implies: one point per
exercisable entry strictly inside (valuation, maturity) — expiry at the
call date, underlying to the bond’s maturity. Make-whole entries are
skipped; duplicate dates dedup.