Function fixed_rate_coupon
pub(crate) fn fixed_rate_coupon(
currency: &str,
accrual_start: NaiveDate,
accrual_end: NaiveDate,
payment_date: NaiveDate,
notional: f64,
fixed_rate: f64,
day_count: Named<DayCountFraction>,
) -> PyResult<PyAnyCoupon>Expand description
One fixed-rate coupon: notional × fixed_rate × accrual fraction, accruing
from accrual_start to accrual_end under day_count and paid on
payment_date in currency.