Function cms_spread_leg 

pub fn cms_spread_leg(
    schedule: &Schedule,
    terms: &LegTerms,
    index: &SwapIndex,
    minus: &SwapIndex,
    correlation: impl Into<CmsSpreadCorrelation>,
    gearing: f64,
    spread: f64,
    mean_reversion: f64,
) -> Leg

A leg of CMS spread coupons over schedule, CMS(index) − CMS(minus), each period fixing in advance. correlation is a contract number (an f64 converts) or CmsSpreadCorrelation::Market.