Function non_deliverable_legs 

fn non_deliverable_legs(
    fixed: Leg,
    floating: Leg,
    currency: Currency,
    settlement: Currency,
    fx_index: &FixingSource,
    fixed_fixings: Vec<Conversion>,
    floating_fixings: Vec<Conversion>,
) -> Result<(Leg, Leg, CollateralSpec, CollateralSpec), NonDeliverableError>

Both legs of a swap made non-deliverable in settlement, with the collateral the converted payments discount on and the foreign key their forward reads.