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multi_reset_leg

Function multi_reset_leg 

pub(crate) fn multi_reset_leg(
    schedule: &PySchedule,
    payment_dates: Vec<NaiveDate>,
    currency: &str,
    notional: f64,
    index: &str,
    day_count: Named<DayCountFraction>,
    reset_tenor: &str,
    compounding: Named<ResetCompounding>,
    gearing: f64,
    spread: f64,
    stub: StubArg,
) -> PyResult<Vec<PyAnyCoupon>>
Expand description

A multi-reset coupon strip over schedule, one coupon per calculation period, each resetting every reset_tenor and each final short sub-period reading the index as stub says (see multi_reset_coupon).