Function cpi_leg 

pub(crate) fn cpi_leg(
    schedule: &PySchedule,
    payment_dates: Vec<NaiveDate>,
    currency: &str,
    notional: f64,
    fixed_rate: f64,
    day_count: Named<DayCountFraction>,
    index: &str,
    base_index: f64,
    lag_months: Option<u32>,
) -> PyResult<Vec<PyAnyCoupon>>

A CPI coupon strip over schedule, one coupon per calculation period: cpi_coupon per period, computing nothing it does not.