Function multi_reset_coupon
pub(crate) fn multi_reset_coupon(
currency: &str,
accrual_start: NaiveDate,
accrual_end: NaiveDate,
payment_date: NaiveDate,
notional: f64,
index: &str,
day_count: Named<DayCountFraction>,
reset_tenor: &str,
compounding: Named<ResetCompounding>,
gearing: f64,
spread: f64,
stub: StubArg,
) -> PyResult<PyAnyCoupon>Expand description
A multi-reset coupon: index resets every reset_tenor over the accrual
and the resets combine into one payment under compounding — "straight",
"flat", "spread_exclusive" (the ISDA 2006 methods) or "averaged".
A final sub-period the reset tenor leaves short reads the index as stub
says: "index_tenor" (its full Designated Maturity),
"own_accrual" (projected over the sub-period itself), or a
(shorter, longer) pair of registered term indices blended by ISDA 2006
§8.3 Linear Interpolation.