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RESETTING_LEG

Constant RESETTING_LEG 

pub(crate) const RESETTING_LEG: &str = "this cross-currency leg's notional resets on forward FX, which its \
coupons do not carry, so it cannot be valued alone; read its value from Instrument.leg_npvs";
Expand description

Why a cross-currency swap’s resetting leg refuses to be valued alone.