Function ibor_leg
pub fn ibor_leg(
schedule: &Schedule,
terms: &LegTerms,
index: &str,
gearing: f64,
spread: f64,
) -> LegExpand description
Builds an IBOR-style floating leg over schedule.
Every period projects over its own accrual dates — the index-tenor window is supplied per coupon where a leg needs one, because that is a property of the index rather than of the schedule. Each period resets at its own start, so a leg spanning the valuation date reads its past resets and projects the rest.