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fx_settlement_fixings

Function fx_settlement_fixings 

fn fx_settlement_fixings(
    product: &AnyInstrument,
    valuation: NaiveDate,
    needed: &mut BTreeSet<(String, NaiveDate)>,
)
Expand description

A cash-settled FX forward’s or option’s settlement fixing, every key of it, once the fixing date has passed — the line the pricer reads it at.