Function ndf_fixing_source
pub fn ndf_fixing_source(
t: &NdfTemplate,
) -> Result<FixingSource, FixingSourceError>Expand description
The fixing an NDF row settles on: the pair’s canonical key, settlement
currency first (FX-USDKRW, FX-EURXOF); on a cross-currency row, the
cross of the reference currency’s key against USD and the settlement
currency’s (FX-USDKRW × FX-EURUSD).
§Errors
FixingSourceError where
a cross row’s keys do not both name USD.