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.