Skip to main content

fixed_float_priceable

Macro fixed_float_priceable 

macro_rules! fixed_float_priceable {
    ($swap:ty, $name:literal) => { ... };
}
Expand description

The fixed-float swap valuation, one body for the vanilla and the overnight swap: their legs, index and collateral are the same fields, and only the product name a refusal reports differs.