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street_rule

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.