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eur_usd_fxswap

Function eur_usd_fxswap 

pub fn eur_usd_fxswap() -> FxSwapTemplate
Expand description

EUR cashflows collateralised in USD — forward settlement on a joint EUR+USD calendar. The mirror of usd_eur_fxswap: the same EUR/USD FX-swap market, declared for the opposite collateral direction (the common case on a USD-collateral desk, e.g. the {EUR, USD} denominator of a triangulated cross discount).