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period_accruals

Function period_accruals 

pub(crate) fn period_accruals(
    day_count: DayCountFraction,
    dates: &[NaiveDate],
) -> impl Iterator<Item = f64> + '_
Expand description

Each period’s accrual under day_count. ACT/ACT.ICMA needs a reference period, which a bare pair of dates does not carry, so it is taken from the schedule’s tenor: the tenor here is the regular period the schedule’s own periods round to most often, and a short first period is measured against the tenor ending on its end, a short last one against the tenor starting on its start. Regular periods are the tenor’s share of a year either way; a long stub keeps the two-date reading.