Function discounted_sum_as_of 

pub fn discounted_sum_as_of<R: Scalar>(
    flows: &[Cashflow<R>],
    disc: &dyn YieldCurve<R>,
    as_of: NaiveDate,
) -> Result<R, CurveError>

discounted_sum, excluding any flow paying on or before as_of.

A leg values as of the discount curve’s own reference date, so a coupon paid on or before it has already been realised and is not a future cashflow. It drops out rather than being discounted with a DF ≥ 1 extrapolation, which is what makes a time-rolled valuation mean anything.

Errors

Whatever the curve reports for the flows that survive the filter.