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try_usd_basis_recipe

Function try_usd_basis_recipe 

pub fn try_usd_basis_recipe() -> CurveRecipe
Expand description

The earlier TRY-under-USD basis recipe (FX swaps and a cross-currency swap over a TRY-own curve), no longer the {TRY, USD} default — overlay it on a CurveRecipes when a TRY-own curve is available. The shipped default is the directly-observable fixed-vs-float cross-currency curve. The earlier basis model: FX swaps on TRY-USD-FXSWAP then basis swaps on TRY-USD-CCS, both pinning one FX-basis curve over a TRY-own peer curve. Not the shipped default — overlay it when a TRY-own curve is available.