Function protection_kernel 

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

The ISDA protection kernel over one interval of a flat hazard h and flat forward r: h·DF(a)·S(a)·(1 − e^{−kΔ})/k, k = r + h, with the |kΔ| → 0 series Δ·(1 − kΔ/2 + k²Δ²/6).