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cap_maturity_years

Function cap_maturity_years 

fn cap_maturity_years(
    cap: &InterestRateCapFloor,
    view: &PricingView<'_, f64>,
) -> Result<f64, PricingError>
Expand description

When a cap’s last caplet pays, in years from the valuation date — the maturity its quote is the vol of, rolled as the schedule rolls it.