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ibor_leg_on_index

Function ibor_leg_on_index 

pub fn ibor_leg_on_index(
    schedule: &Schedule,
    terms: &LegTerms,
    index: &IborIndex,
    gearing: f64,
    spread: f64,
) -> Leg
Expand description

Builds an IBOR-style floating leg over schedule whose coupons project as every term coupon does — a regular period over the index’s own window, a stub over its accrual — while each coupon accrues over its schedule period. ibor_leg keeps the accrual-window projection for a leg that names an index by string alone and so carries no tenor.