Function payer_swaption 

pub fn payer_swaption<R: Scalar>(
    params: &HullWhiteParameters<R>,
    curve: &dyn YieldCurve<R>,
    expiry: NaiveDate,
    pay_dates: &[NaiveDate],
    accruals: &[f64],
    fixed_rate: f64,
) -> Result<R, CurveError>

A European payer swaption under Hull-White: the par-struck put on the coupon bond paying fixed_rate·τ_i on pay_dates plus redemption, per unit notional. accruals are the fixed-period year fractions.

Errors

As coupon_bond_option.