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triangulated_sources

Function triangulated_sources 

pub fn triangulated_sources(
    key: &CollateralSpec,
    via: &str,
) -> Option<[CollateralSpec; 3]>
Expand description

The three source keys of a triangulated cross discount {cashflow, collateral} derived through via, in ratio order: base {collateral, collateral}, numerator {cashflow, via}, denominator {collateral, via}.