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hull_white_sigma_piece_label

Function hull_white_sigma_piece_label 

pub fn hull_white_sigma_piece_label(
    currency: Currency,
    end: NaiveDate,
) -> String
Expand description

The canonical exogenous label carrying one piece of a currency’s Hull-White volatility term: HW-{CCY}-SIGMA-{YYYY-MM-DD}, the date the piece’s interval ends on. The last piece extends flat beyond its date.