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range_accrual_leg

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.