Function cms_spread_leg 

pub(crate) fn cms_spread_leg(
    schedule: &PySchedule,
    payment_dates: Vec<NaiveDate>,
    template: &str,
    tenor: &str,
    minus_tenor: &str,
    notional: f64,
    day_count: Named<DayCountFraction>,
    correlation: SpreadCorrelationArg,
    gearing: f64,
    spread: f64,
    mean_reversion: f64,
) -> PyResult<Vec<PyAnyCoupon>>

A CMS spread coupon strip over schedule, one coupon per calculation period, as Rust’s cms_spread_leg builds it; correlation as cms_spread_coupon takes it.