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).