Function turn
pub(crate) fn turn(
template: &Bound<'_, PyAny>,
start: NaiveDate,
end: NaiveDate,
segment_rate: f64,
notional: f64,
) -> PyResult<PyRung>Expand description
A turn rung: the window [start, end] on a meeting-OIS template quoted at
segment_rate, the simple forward over the window — the surrounding level
plus the jump, as a desk states a year-end turn — noded at end and
carrying the turn as its pillar’s identity; labelled turn <start>. A
turn is a window: the ladder needs a pillar at start too, which a meeting
rung ending there supplies.