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.