Function projected_day
fn projected_day<R: Scalar>(
coupon: &OvernightCoupon,
curve: &dyn YieldCurve<R>,
obs: &Observation,
) -> Result<R, CashflowError>Expand description
The projected rate of one day off curve, under the index’s day count:
(DF(s)/DF(e))^(1/τ) − 1 on BUS/252, (DF(s)/DF(e) − 1)/τ otherwise.