Function range_accrual_leg
pub(crate) fn range_accrual_leg(
schedule: &PySchedule,
payment_dates: Vec<NaiveDate>,
currency: &str,
notional: f64,
fixed_rate: f64,
day_count: Named<DayCountFraction>,
index: &str,
lower: Option<f64>,
upper: Option<f64>,
gap: f64,
) -> PyResult<Vec<PyAnyCoupon>>Expand description
A range accrual strip over schedule, one coupon per calculation period:
range_accrual_coupon per period, computing nothing it does not.