Function converted_annuity 

pub(crate) fn converted_annuity<R: Scalar>(
    fixed: &Leg,
    nd: &NonDeliverable,
    view: &PricingView<'_, R>,
    currency: Currency,
) -> Result<R, PricingError>

A non-deliverable leg’s annuity in the settlement currency: each coupon’s notional · τ times its conversion, principal exchanges left out — the value one unit of fixed rate adds, signed by the leg’s side.