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read_cap_floor

Function read_cap_floor 

pub(crate) fn read_cap_floor<'a, 'd>(
    cap_floor: El<'a, 'd>,
    ctx: &Context<'_>,
) -> Result<Read<'a, 'd>, FpmlError>
Expand description

Reads a capFloor: one strip per run of equal strike for each of its cap and floor schedules, then its premiums and additional payments as fees.