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payment_rule

Function payment_rule 

fn payment_rule(
    lag: Period,
    convention: Option<BusinessDayConvention>,
    calendar: Arc<dyn Calendar>,
) -> PaymentRule
Expand description

A lag, a convention and a calendar as one payment rule.

One function rather than two blocks, applied once per leg, so the two legs cannot drift apart in how their terms become a rule — only in what they are given.