Implement price ↔ yield calculators with consistent interfaces. **Instruments / Flows** - [ ] Discounted - [ ] Interest at maturity - [ ] Regular coupon - [ ] Odd first/last (all permutations: long/short, first/last) - [ ] Stepped coupon - [ ] Zero coupon **Acceptance** - [ ] Shared interface and test vectors - [ ] Day-count integration - [ ] Accrued interest; clean/dirty consistency - [ ] Robust solver with guardrails (e.g., Newton–Raphson) - [ ] Docs with worked examples
Implement price ↔ yield calculators with consistent interfaces.
Instruments / Flows
Acceptance