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caplet_forwards

Function caplet_forwards 

pub(crate) fn caplet_forwards(
    market: &PyMarket,
    index: &str,
    effective: NaiveDate,
    termination: NaiveDate,
    first_caplet_excluded: bool,
) -> PyResult<(Vec<f64>, Vec<Vec<f64>>)>
Expand description

Each caplet’s expiry (years) and forward on market for the cap on the term index from effective to termination, filtered to the rows the caplet stripper strips; the forwards one per row.