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fra_rung

Function fra_rung 

pub fn fra_rung(
    code: &str,
    template: &AnyTemplate,
    valuation: NaiveDate,
    start: Period,
    rate: f64,
    notional: f64,
) -> Result<Rung, RungBuildError>
Expand description

The par rung of a forward-rate agreement on a FRA template value: the accrual starts start after the index’s spot date and runs one index period, fixing on the index’s lag, quoted at rate. Noded at the accrual end and labelled <start>x<end> in months (3x6) where both are whole months, else by its start tenor.

§Errors

RungBuildError::NotFamily for a template of another family.