Function cms_rate 

pub fn cms_rate<R: Scalar>(
    index: &SwapIndex,
    fixing: NaiveDate,
    payment: NaiveDate,
    mean_reversion: f64,
    view: &PricingView<'_, R>,
) -> Result<CmsRate<R>, PricingError>

The CMS rate on index fixing on fixing and paid on payment, under the linear terminal swap rate model with mean reversion mean_reversion.

view must be resolved for SwapIndex::risk_factors.

Errors

PricingError for a fixing before the view’s date (a fixed CMS rate is a published print, not a model value — on the date itself the variance is nil and the rate is the forward), a missing swaption surface or projection, a lognormal surface on a non-positive forward, or a curve query.