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fixed_rate_leg

Function fixed_rate_leg 

pub fn fixed_rate_leg(
    schedule: &Schedule,
    terms: &LegTerms,
    fixed_rate: f64,
) -> Leg
Expand description

Builds a fixed-rate leg over schedule.

schedule.dates are n boundaries delimiting n − 1 accrual periods; a schedule with fewer than two boundaries has no periods and yields an empty leg.