Skip to main content

par_rungs_resolved

Function par_rungs_resolved 

fn par_rungs_resolved(
    code: &str,
    template: &AnyTemplate,
    valuation: NaiveDate,
    tenors: &[Period],
    quotes: &[f64],
    notional: f64,
) -> Result<Vec<Rung>, RungBuildError>
Expand description

par_rungs once its template is resolved.

ยงPanics

If a swap built on the template has no final payment date, which a swap never lacks.