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fixed_rate_leg

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.