Function nd_conversions
fn nd_conversions(
leg: &Leg,
terms: &NdsFxTerms,
anchor: FixingAnchor,
deal: f64,
) -> Vec<Conversion>Expand description
One conversion per payment of a non-deliverable cross-currency leg, in leg
order: an initial exchange at the agreed deal rate, a final exchange the
lag before it pays, and each coupon by anchor — the lag before its
payment, or before its period end for value on it (EMTA-ISDA MP8).