Function window_swap 

fn window_swap(
    code: &str,
    t: &WindowTerms<'_>,
    start: NaiveDate,
    end: NaiveDate,
    rate: f64,
    notional: f64,
) -> Result<OvernightIndexedSwap, RungBuildError>

The single-period swap over [start, end] on an overnight template’s terms: one fixed coupon against one compounded overnight coupon, both paid the template’s lag after the window end.