Function ibor_swap
pub(crate) fn ibor_swap(
name: &str,
index_code: &str,
calendar_center: &str,
fixed_day_count: DayCountFraction,
fixed_frequency: Frequency,
float_frequency: Frequency,
business_day_convention: BusinessDayConvention,
roll: RollConvention,
spot_lag_days: i32,
payment_lag_days: i32,
end_of_month: bool,
) -> SwapTemplateExpand description
Builder for a vanilla IBOR swap template. name doubles as the registry code.