Function cms_spread_coupon_rate 

pub fn cms_spread_coupon_rate<R: Scalar>(
    index: &SwapIndex,
    minus: &SwapIndex,
    fixing: NaiveDate,
    payment: NaiveDate,
    mean_reversion: f64,
    correlation: impl Into<CmsSpreadCorrelation>,
    gearing: f64,
    spread: f64,
    payoff: Option<&RatePayoff>,
    view: &PricingView<'_, R>,
) -> Result<R, PricingError>

What one CMS spread coupon still to fix pays, as a rate: g·(m₁ − m₂) + s on the two adjusted rates, with payoff on it composed over cms_spread_option when there is one.

Errors

As cms_spread_option, or the cashflow error naming a payoff that is not one.