Function accumulated_float_leg 

pub fn accumulated_float_leg(
    coupons: Vec<AnyCoupon>,
    direction: Direction,
    pays: NaiveDate,
) -> Leg

The floating side of a zero-coupon swap: coupons’ rates compounding period by period into a single payment at pays.

The coupons are ordinary ones — the same an IBOR leg carries — and it is the accumulation that makes the side zero-coupon, so a caller who already has a strip re-accumulates it here rather than rebuilding it.