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turn_rung

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.