Function averaged_sum_by_day
fn averaged_sum_by_day<R: Scalar>(
coupon: &OvernightCoupon,
fwd: Option<&dyn YieldCurve<R>>,
fixings: &FixingsView<'_, R>,
as_of: NaiveDate,
) -> Result<R, CashflowError>Expand description
averaged_sum for a coupon that does not telescope: each day’s rate is
read on its own, bounded, and accrued over its weight.