Function swap_builder_on_index 

pub fn swap_builder_on_index(
    effective: NaiveDate,
    termination: NaiveDate,
    index: &str,
) -> Result<ProductBuilder, CurveError>

A ProductBuilder pre-loaded with the registered conventions for index’s standard single-currency swap — calendar, frequency, roll, business-day convention, day counts, and payment lag all come from the template registry, restated nowhere.

An overnight index resolves to its OIS template and builds the overnight family, accumulating the way that template says; a term (IBOR) index resolves to its vanilla swap template. Where two templates share an index and differ in the accumulation, this reaches the index’s registered one — swap_builder_on_overnight_template names the other. The trade’s currency is the index’s own.

Errors

CurveError::UnknownIndex naming the code and listing the registered rate indices, if index resolves to no rate index or no swap template covers it; CurveError::Malformed if the index’s currency code is not a currency.