Function interpolated_stub 

pub fn interpolated_stub(
    index: &IborIndex,
    shorter: &IborIndex,
    longer: &IborIndex,
    start: NaiveDate,
    end: NaiveDate,
) -> Result<Option<InterpolatedStub>, StubInterpolationError>

The ISDA 2006 §8.3 interpolation a period on index reads between shorter and longer, or None for a regular period — one the index’s own window fits, which reads the index alone.

Both tenors’ windows run from start, the fixing’s value date, each on its own index’s calendar, convention and end-of-month rule; the weight is (D_stub − D_short) / (D_long − D_short) in days.

Errors

StubInterpolationError where the tenors are out of order or the stub is not bracketed. Either tenor, or both, may differ from index: a product on the leg declares every tenor it reads.