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nd_conversions

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).