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cms_leg

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.