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ibor_leg_with_stubs

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.