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hub / github.com/MarcusRainbow/QuantMath / prices

Method prices

src/instruments/bonds.rs:124–141  ·  view source on GitHub ↗

Currency is worth one currency unit, but only if we are discounting to the date which is when we would receive the currency.

(&self, context: &PricingContext, dates: &[DateTime], out: &mut [f64])

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Callers 1

priceMethod · 0.45

Calls 5

dateMethod · 0.80
yield_curveMethod · 0.45
applyMethod · 0.45
settlementMethod · 0.45
dfMethod · 0.45

Tested by

no test coverage detected