Function underlying
fn underlying(
swap: AnyInstrument,
) -> Result<(SwaptionUnderlying, f64), FpmlError>Expand description
The swap as a swaption’s underlying, with its uniform fixed rate.
fn underlying(
swap: AnyInstrument,
) -> Result<(SwaptionUnderlying, f64), FpmlError>The swap as a swaption’s underlying, with its uniform fixed rate.