Function payment_dates 

fn payment_dates(
    periods: &[(NaiveDate, NaiveDate)],
    payment_dates: &[NaiveDate],
) -> PyResult<()>

A fixed-rate coupon: notional · rate · tau, paid on payment_date.

The accrual year fraction is computed from the dates under day_count, so a caller cannot set it inconsistently with them. The payment dates a strip pays on, checked against the periods it accrues over.

A strip states its payment dates rather than deriving them. Schedule does not carry them — Schedule::paying computes them from a lag, a calendar and a convention, which are terms of the leg rather than of the schedule — so a strip that defaulted them to the accrual ends would silently price a leg the caller did not describe. It refuses instead, naming both counts.