Function xccy_records
fn xccy_records<R: Scalar>(
swap: &CrossCurrencySwap,
view: &PricingView<'_, R>,
) -> Result<Records, PricingError>Expand description
A deliverable cross-currency swap’s flows: the pay leg’s rows (leg 0),
then the receive leg’s (leg 1), each discounted and projected on its own
side’s curves with its amounts in its own currency. Every pv is converted
into the swap’s valuation currency at spot, as npv converts, and
settlement_currency names it, so the column sums to npv.