Function cross_currency_rungs_resolved
fn cross_currency_rungs_resolved(
template: &XccySwapTemplate,
valuation: NaiveDate,
tenors: &[Period],
quotes: &[f64],
notional: f64,
fx_rate: f64,
) -> Result<Vec<Rung>, RungBuildError>Expand description
cross_currency_rungs once its template is resolved.
Each swap starts at the template’s spot date on its quoted leg’s calendar, runs to that date advanced by its tenor, carries its quoted basis on the quoted leg, and is noded at its final payment.
§Errors
RungBuildError for a count mismatch or a template the swap refuses.
§Panics
If a swap built on the template has no paying leg, which a cross-currency swap always has.