Function fixed_rate_leg
pub(crate) fn fixed_rate_leg(
schedule: &PySchedule,
payment_dates: Vec<NaiveDate>,
currency: &str,
notional: StripNotional,
fixed_rate: f64,
day_count: Named<DayCountFraction>,
) -> PyResult<Vec<PyAnyCoupon>>Expand description
A fixed-rate coupon strip over schedule, one coupon per calculation period.
The edge that makes Schedule load-bearing: a schedule reaches a valued leg
with no date written down by the caller in between. Composes
fixed_rate_coupon and computes nothing it does not.