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fixed_rate_coupon

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.