Function swaption_forwards 

pub(crate) fn swaption_forwards(
    market: &PyMarket,
    template: &str,
    expiries: Vec<Named<Period>>,
    tenors: Vec<Named<Period>>,
) -> PyResult<Vec<Vec<f64>>>

The forward swap rate per (expiry, tenor) on market: the par rate of the swap template drafts starting each expiry after spot and running each tenor. One row per expiry, one value per tenor.