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