Function ibor_leg_with_stubs
pub fn ibor_leg_with_stubs(
schedule: &Schedule,
terms: &LegTerms,
index: &IborIndex,
gearing: f64,
spread: f64,
rule: &StubRule,
) -> Result<Leg, StubInterpolationError>Expand description
ibor_leg_on_index with a stub rule: regular periods exactly as that
builds them, and each stub — a period the index’s own window does not fit
— reading the index as rule says through IborCoupon::with_stub, the
seam the Python strip reads its stubs through too.
§Errors
StubInterpolationError where the tenors are out of order or a stub is
not bracketed.