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forward_tenor

Function forward_tenor 

pub(crate) fn forward_tenor(
    spelling: &str,
) -> PyResult<(Option<String>, String)>
Expand description

A forward tenor split into its segments, each in canonical spelling: the forward start, or None for a term from spot, and the tenor. "2y2y" is ("2Y", "2Y"); "10Y" is (None, "10Y"). Three segments are refused.