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.