Function forward_bond_option_at 

fn forward_bond_option_at<R: Scalar>(
    params: &HullWhiteParameters<R>,
    t: f64,
    s: f64,
    u: f64,
    p_s: R,
    p_u: R,
    strike: f64,
    kind: OptionKind,
) -> R

An option at t on the forward bond P(·, u)/P(·, s), struck at strike and paid in units of the bond maturing at s: the zero-bond formula with P(0, s) for P(0, t) and volatility σ_p(t, u) − σ_p(t, s). At s = t it is zero_bond_option_at, term for term.