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yoy_inflation_leg

Function yoy_inflation_leg 

pub fn yoy_inflation_leg(
    schedule: &Schedule,
    terms: &LegTerms,
    index: &str,
    lag_months: u32,
    gearing: f64,
    spread: f64,
) -> Leg
Expand description

Builds a year-on-year inflation leg over schedule: one YoyInflationCoupon per period on index, each observing its own start and end at lag_months, paying gearing · YoY + spread.

schedule.dates are n boundaries delimiting n − 1 periods.