Function multi_reset_leg
pub fn multi_reset_leg(
schedule: &Schedule,
terms: &LegTerms,
index: &IborIndex,
reset_tenor: Period,
gearing: f64,
spread: f64,
method: ResetCompounding,
stub: &StubRule,
) -> Result<Leg, StubInterpolationError>Expand description
A floating leg over schedule whose coupons reset every reset_tenor on
index and pay once per period, the resets combined by method — a
MultiResetCoupon per
period, each final sub-period the reset tenor leaves short reading the
index as stub says.
§Errors
StubInterpolationError where an interpolated final sub-period’s tenors
are out of order or do not bracket it.