Skip to main content

yoy_inflation_leg

Function yoy_inflation_leg 

pub(crate) fn yoy_inflation_leg(
    currency: &str,
    schedule: &PySchedule,
    payment_dates: Vec<NaiveDate>,
    notional: f64,
    day_count: Named<DayCountFraction>,
    index: &str,
    gearing: f64,
    spread: f64,
    lag_months: Option<u32>,
) -> PyResult<Vec<PyAnyCoupon>>
Expand description

A year-on-year inflation coupon strip over schedule, one coupon per calculation period: yoy_inflation_coupon per period, as Rust’s yoy_inflation_leg builds it.