Function yoy_inflation_coupon 

pub(crate) fn yoy_inflation_coupon(
    currency: &str,
    accrual_start: NaiveDate,
    accrual_end: NaiveDate,
    payment_date: NaiveDate,
    notional: f64,
    day_count: Named<DayCountFraction>,
    index: &str,
    gearing: f64,
    spread: f64,
    lag_months: Option<u32>,
) -> PyResult<PyAnyCoupon>

One year-on-year inflation coupon: notional × accrual fraction × (gearing × (I(end)/I(start) − 1) + spread), accruing from accrual_start to accrual_end under day_count and paid on payment_date in currency, on a ratio of index levels.

index is a registered price index; each level is observed lag_months back (the index’s own lag when None) under its own interpolation, a published print first and the inflation curve otherwise. Cap, floor or digitise it with Leg.with_collar / Leg.with_digital: each option is a YoY optionlet off the index’s YoY vol surface.