Function leg_value
pub(crate) fn leg_value<R: Scalar, C: CurveByIndex<R> + ?Sized>(
leg: &Leg,
curves: &C,
view: &PricingView<'_, R>,
currency: Currency,
) -> Result<R, PricingError>Expand description
A leg’s value in the currency it settles in: its ordinary value off disc
for a deliverable leg; for a non-deliverable one, each payment still to
come converted into the settlement currency by conversion and
discounted on the settlement currency’s curve. No quanto adjustment is
applied.