Function ibor_leg_on_index
pub fn ibor_leg_on_index(
schedule: &Schedule,
terms: &LegTerms,
index: &IborIndex,
gearing: f64,
spread: f64,
) -> LegExpand 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.