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basis_recipe

Function basis_recipe 

pub fn basis_recipe() -> CurveRecipe
Expand description

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.