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projected_day

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.