Struct SwapConventions 

struct SwapConventions {

    family: ProductFamily,
    generation: Option<DateGenerationRule>,
    currency_code: String,
    frequency: Period,
    fixed_frequency: Option<Period>,
    calendar: Arc<dyn Calendar>,
    business_day: BusinessDayConvention,
    roll: RollConvention,
    fixed_day_count: DayCountFraction,
    float_day_count: DayCountFraction,
    payment_lag: Period,
    payment_calendar: Option<Arc<dyn Calendar>>,
    payment_convention: Option<BusinessDayConvention>,
    float_payment_lag: Option<Period>,
    float_payment_calendar: Option<Arc<dyn Calendar>>,
    float_payment_convention: Option<BusinessDayConvention>,
    accumulation: AccrualCompounding,
    float_reset: Option<Period>,
    par_coupons: bool,
    fixed_business_day: Option<BusinessDayConvention>,
}

The conventions one swap template supplies to a ProductBuilder.

This was a twelve-element tuple destructured out of a match, and swap_builder_on_index’s own comment deferred replacing it: “The real shrink is a conventions struct in place of that tuple — a refactor, not a reflow, so it is deferred rather than smuggled into a rename change.” This is that refactor. A tuple of twelve positional fields, four of which are Period-or-DayCountFraction-shaped, is one transposition away from a silent misbuild that still compiles.

Fields

family: ProductFamily

generation: Option<DateGenerationRule>

The direction the caller stated on the template, if any.

currency_code: String

frequency: Period

fixed_frequency: Option<Period>

calendar: Arc<dyn Calendar>

business_day: BusinessDayConvention

roll: RollConvention

fixed_day_count: DayCountFraction

float_day_count: DayCountFraction

payment_lag: Period

payment_calendar: Option<Arc<dyn Calendar>>

payment_convention: Option<BusinessDayConvention>

float_payment_lag: Option<Period>

The floating leg’s own three, each None meaning inherit the shared value rather than use the default.

float_payment_calendar: Option<Arc<dyn Calendar>>

float_payment_convention: Option<BusinessDayConvention>

accumulation: AccrualCompounding

float_reset: Option<Period>

par_coupons: bool

fixed_business_day: Option<BusinessDayConvention>