Function cms_leg
pub fn cms_leg(
schedule: &Schedule,
terms: &LegTerms,
index: &SwapIndex,
gearing: f64,
spread: f64,
mean_reversion: f64,
) -> LegExpand description
A leg of CMS coupons over schedule on index, each period fixing in
advance and paying on its end — the CMS leg of a CmsSwap as a leg of
coupons. terms supplies the notional, the accrual
day count, the side and the payment rule’s date.