Function cms_leg
pub(crate) fn cms_leg(
schedule: &PySchedule,
payment_dates: Vec<NaiveDate>,
template: &str,
tenor: &str,
notional: f64,
day_count: Named<DayCountFraction>,
gearing: f64,
spread: f64,
mean_reversion: f64,
) -> PyResult<Vec<PyAnyCoupon>>Expand description
A CMS coupon strip over schedule, one coupon per calculation period:
cms_coupon per period, as Rust’s cms_leg builds it.