Function xccy_leg_index 

fn xccy_leg_index(leg: &XccyLegTemplate) -> Option<AnyIndex>

leg with every IBOR coupon projected over its own accrual period rather than its index’s tenor: the same coupons, fixing on the same dates. The index a cross-currency leg floats on: the template’s own where the leg was stated on a value, else the registry’s for its code.