Function accrual_halfway_kernel 

pub fn accrual_halfway_kernel<R: Scalar>(
    alpha: f64,
    h: R,
    df_a: R,
    s_a: R,
    r: R,
    delta: f64,
) -> R

The halfway accrual-on-default kernel at unit coupon: (α/2) of the protection kernel, α the enclosing coupon’s accrual.