Function premium_leg 

pub fn premium_leg(
    schedule: &Schedule,
    terms: &LegTerms,
    coupon: f64,
    calendar: &dyn Calendar,
    convention: BusinessDayConvention,
) -> Leg

The standard premium leg on schedule at coupon: a fixed-rate leg whose final period accrues through its end date inclusive — ACT/360 with the last day added, the ISDA standard model’s lastPeriodDayCounter — so the last coupon pays one day more than the plain fraction, and which is paid on the maturity rolled to a business day on calendar under convention, as every earlier coupon is paid on its rolled accrual end: a Sunday maturity pays on the Monday.

The one place this is written. Both constructors of a CreditDefaultSwap — standard_on and the product builder — call it, so a curve calibrated through one path prices a trade built through the other.