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Period

helixrs::fpml::writer

Struct Period 

struct Period {
    days: i64,
    year_fraction: f64,
    index_rate: Option<(f64, bool)>,
}
Expand description

One calculation period of a priced coupon.

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§days: i64§year_fraction: f64§index_rate: Option<(f64, bool)>

The index rate before gearing and spread, and whether it is a print rather than a projection; None on a fixed coupon.

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