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fx_swap_sheet_rung

Function fx_swap_sheet_rung 

fn fx_swap_sheet_rung(
    t: &FxSwapTemplate,
    template: &AnyTemplate,
    code: &str,
    tenor: Period,
    value: f64,
    market: &MarketContext,
    notional: f64,
) -> Result<Rung, RecipeQuoteError>
Expand description

A sheet entry on an FX-swap template: the outright at a tenor, in the template’s pair, against the pair’s spot in the market’s FX store.