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index_tenor_window

Function index_tenor_window 

pub(crate) fn index_tenor_window(
    index: &IborIndex,
    start: NaiveDate,
) -> FixingWindow
Expand description

The index’s full Designated Maturity window read by a period starting at start, on its own calendar, convention and end-of-month rule, whatever the period it serves — anchored, like every index window, on the fixing’s value date rather than the raw boundary.