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.