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nds_settlement

Function nds_settlement 

fn nds_settlement(
    t: &NdsTemplate,
    tenor: Period,
) -> Result<(Currency, FixingSource, AnyTemplate), NdsError>
Expand description

What an NDS row settles in, the fixing it converts at, and the local swap a tenor trade draws on: the source’s own, or — under a settlement override — the cross through USD into it, the swap paying on its settlement centre’s days too.