Function recipe
pub(super) fn recipe() -> CurveRecipeExpand description
GBP: a 1D SONIA deposit, the MPC policy path, the 3M SONIA futures strip and the SONIA OIS par strip on one self-discounting curve; SONIA telescopes.
pub(super) fn recipe() -> CurveRecipeGBP: a 1D SONIA deposit, the MPC policy path, the 3M SONIA futures strip and the SONIA OIS par strip on one self-discounting curve; SONIA telescopes.