Struct Conversion 

pub(crate) struct Conversion {
    pub(crate) settlement: String,
    pub(crate) payments: Vec<(Option<NaiveDate>, f64)>,
}

How a non-deliverable leg’s rows convert: the currency its payments settle in, and per payment (in Leg::payment_dates order) its FX fixing date — none for a payment converting at an agreed rate — and what one unit of the leg’s currency paid that day is worth today in the settlement currency: the conversion and the discount in one factor, as the valuation reads them. A payment already made carries NaN.

Fields

settlement: String

payments: Vec<(Option<NaiveDate>, f64)>