Function tenor_basis_rung
pub fn tenor_basis_rung(
code: &str,
template: &AnyTemplate,
valuation: NaiveDate,
tenor: Period,
spread: f64,
notional: f64,
) -> Result<Rung, RungBuildError>Expand description
The spread rung of a tenor basis swap on a tenor-basis template value: the
swap from spot — the term leg’s fixing lag where a leg is a term index, two
business days otherwise — to tenor on, carrying spread on its spread
leg, noded at its final payment and labelled by tenor.
§Errors
RungBuildError::NotFamily for a template of another family.