Struct CollateralCurves 

struct CollateralCurves<'a, R: Scalar> {
    pay_discount: ResolvedCurve<'a, R>,
    pay_projection: ResolvedCurve<'a, R>,
    recv_projection: Option<ResolvedCurve<'a, R>>,
    pay_index: Option<&'a str>,
    recv_index: Option<&'a str>,
}

The fixed curves of a collateral ladder: the pay leg’s discount and both legs’ projections.

Fields

pay_discount: ResolvedCurve<'a, R>

pay_projection: ResolvedCurve<'a, R>

recv_projection: Option<ResolvedCurve<'a, R>>

pay_index: Option<&'a str>

The indices the two projections serve, declared on the view so a leg finds its curve by name; None where the ladder holds no rung.

recv_index: Option<&'a str>