Function cms_coupon 

pub(crate) fn cms_coupon(
    template: &str,
    tenor: &str,
    accrual_start: NaiveDate,
    accrual_end: NaiveDate,
    payment_date: NaiveDate,
    notional: f64,
    day_count: Named<DayCountFraction>,
    gearing: f64,
    spread: f64,
    mean_reversion: f64,
) -> PyResult<PyAnyCoupon>

A CMS coupon: notional · τ · (gearing · CMS + spread), the CMS rate of the swap index template at tenor fixing in advance of accrual_start by the index’s fixing lag, convexity-adjusted by linear TSR at mean_reversion and paid on payment_date. A leg holding it declares the currency’s swaption vols; a published print under the swap index’s key settles it.