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policy_rung

Function policy_rung 

fn policy_rung(
    recipe: &CurveRecipe,
    t: &MeetingOisTemplate,
    template: &AnyTemplate,
    code: &str,
    locator: &Locator,
    value: f64,
    market: &MarketContext,
    notional: f64,
) -> Result<Rung, RecipeQuoteError>
Expand description

A sheet entry on the meeting template: a window opening on a year end is the turn, quoted as the simple forward over it; any other window is a policy window; a decision date is the window that decision opens, truncated at spot; anything else is refused by shape.