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swap_builder_on_tenor

Function swap_builder_on_tenor 

pub fn swap_builder_on_tenor(
    valuation: NaiveDate,
    tenor: ForwardTenor,
    template: &AnyTemplate,
    index_code: &str,
) -> Result<ProductBuilder, CurveError>
Expand description

A swap on a template value from a forward tenor: swap_dates_from_tenor then swap_builder_on_template.

ยงErrors

As swap_builder_on_template.