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ibor_leg

Function ibor_leg 

pub fn ibor_leg(
    schedule: &Schedule,
    terms: &LegTerms,
    index: &str,
    gearing: f64,
    spread: f64,
) -> Leg
Expand 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.