ATM Rate
Function ATM Rate within Bond with keys Bond ATM Rate keysreturns the At-The-Money rate of the referenced bond as of a given reference date Tˢ
Several values may be also returned here in the form of a 1D-array
This is the theoretical fixed flat coupon rate that the bond would need to have in order for its calculated clean price to equal a given clean price input.
A discounting yield curve must be provided.
If a clean price is not provided, it is calculated from the given discounting yield curve.
If the settlement date Tˢ is not explicitly given, it will be set to the bond's settlement date as implied by a trade transaction assumed to occur on the trade dateT₀ (typically today).
PRECAUTION: This function treats the referenced bond as if it were a fixed rate bond even if this is not the case!
All index-linked cash flows are treated as fixed cash flows that pay the amount forecasted by the corresponding curve.
