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multi_reset_leg

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.