Function settlement_fixing
fn settlement_fixing<R: Scalar>(
forward: &FxForward,
view: &PricingView<'_, R>,
spot: R,
df_base: R,
df_quote: R,
) -> Result<R, PricingError>Expand description
The rate a cash-settled forward nets at, quote units per one base unit:
the published fixing once its date has passed or it has printed today,
else the parity forward spot · DF_base / DF_quote, which a physical
forward always reads.