Function hull_white::bond_price_now

pub fn bond_price_now(bond_maturity: f64, yield_curve: &Fn(f64) -> f64) -> f64

Returns price of a zero coupon bond at current date

Examples

let bond_maturity = 2.0; 
let yield_curve = |t:f64|0.05*t; //yield curve returns the "raw" yield (not divided by maturity)
let bond_price = hull_white::bond_price_now(
    bond_maturity, 
    &yield_curve
);