Function street_rule
pub fn street_rule(
convention: LinkerConvention,
lag_months: u32,
) -> (MonthObservation, RoundingChain)Expand description
The observation and rounding chain a market’s street quote reads by.
lag_months is read because the UK convention names two generations: the
three-month lag quotes a daily-interpolated real index like a TIPS, and the
eight-month lag reads a flat monthly figure and quotes money. The lag is
what tells them apart, as it does on the screen.