Function cms_spread_coupon 

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

A CMS spread coupon: notional · τ · (gearing · (CMS(tenor) − CMS(minus_tenor)) + spread) on the swap index template, both rates fixing in advance and joined by correlation — a number, the contract’s, with no risk row, or "Market", the market’s mark for the pair of swap indices, with one.