Function receiver_swaption 

pub fn receiver_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 receiver swaption under Hull-White: the par-struck call on the same coupon bond as payer_swaption.

Errors

As coupon_bond_option.