OLDParSwapRateCalculation: A function that prepares the data for the swap rate and...
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps

This function in particular selects the leg that is paying fixed as the old calculation methodology considers the discount factor curve and the forward curve to be the same. This makes the floating leg always pricing at par. It then interpolates the discount factor over the cashflow dates using the log linear interpolation methodology.

1	OLDParSwapRateCalculation(swap.dates, swap, df.table)

`swap.dates`	A list of lists with the main cashflow information for both the legs
`swap`	A list with the swap's charachteristics
`df.table`	A tibble with the discount factor curve information