Function par_rate_of 

fn par_rate_of<R: Scalar>(
    fixed: &Leg,
    floating_npv: R,
    view: &PricingView<'_, R>,
    product: &'static str,
) -> Result<R, PricingError>

The par rate of a fixed-against-floating swap.

The swap is worth sign_fixed · K · A + floating, where A is the fixed leg’s annuity, so the rate that makes it worthless is −floating / (sign_fixed · A). bpv already reports sign_fixed · A scaled by a basis point, which is why the annuity is recovered from it rather than recomputed — two ways of summing the same discount factors would eventually disagree.

Errors

PricingError::DegenerateAnnuity if no coupon survives the as-of filter — a matured trade has no annuity to solve against, and dividing by the zero would report Ok(NaN).