Function ndf_rung 

pub fn ndf_rung(
    code: &str,
    template: &AnyTemplate,
    valuation: NaiveDate,
    tenor: Period,
    quote: FxSwapQuote,
    notional: f64,
    spot: f64,
) -> Result<Rung, RungBuildError>

The par rung of an NDF on an NDF template value: an FX swap whose far leg is the cash-settled forward AnyTemplate::ndf drafts at the quoted outright — spot, value and fixing dates from the template’s own calendars and lag — turned to quote the reference currency as base, and whose near leg is the physical opposite on the valuation date at spot, where both discount factors are one, as fx_swap_rung’s is. The rung’s quote is the swap’s own far rate, settlement units per reference unit: the reciprocal of the sheet’s outright. The reference currency’s leg discounts under the settlement currency’s collateral, so the rung solves discount(<ref>-CSA-<settle>): the NDF-implied curve. Before its fixing a cash-settled forward values as the physical one, so the residual is covered interest parity at the value date, and the swap’s fair far rate verifies the quote. Quoted, as the template is, in reference units per settlement unit (KRW per USD).

Errors

RungBuildError::NotFamily for a template of another family; RungBuildError::Build where the NDF does not draft or the swap is refused.