Function eurex_chf_conversion_factor 

pub fn eurex_chf_conversion_factor(
    coupon: f64,
    maturity: NaiveDate,
    delivery: NaiveDate,
    notional_coupon: f64,
) -> f64

Eurex’s conversion factor for a CHF-denominated Swiss Confederation bond delivered into the CONF future, as Conversion factor calculation for CHF-denominated bonds states it:

CF = (1 + not/100)^(−f)·[c/not·((1 + not/100) − (1 + not/100)^(−n)) + (1 + not/100)^(−n)] − c/100·(1 − f)

with n the whole years from delivery to maturity and f the full months from delivery to the next coupon date (an anniversary of maturity, delivery itself included) over twelve — f = 1 and n − 1 when there is no full month. coupon and notional_coupon are decimals. The document states no rounding, so none is applied.