Function turn_rung
pub fn turn_rung(
code: &str,
template: &AnyTemplate,
start: NaiveDate,
end: NaiveDate,
segment_rate: f64,
notional: f64,
) -> Result<Rung, RungBuildError>Expand description
The par rung of a turn-of-period window [start, end] on a meeting-OIS
template, quoted at the simple forward over the window — the surrounding
level plus the jump, as a desk states a year-end turn — noded at end and
carrying KnotKind::Turn(start); labelled turn <start>. A turn is a
window, not an instant: the curve needs a pillar at start too, which a
meeting rung or a plain window rung ending there supplies.
§Errors
RungBuildError::NotFamily for a template of another family;
RungBuildError::Build for a window that does not run forward.