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ibor_swap_fwd

Function ibor_swap_fwd 

fn ibor_swap_fwd(
    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,
) -> SwapTemplate
Expand description

Forward-generating vanilla IBOR variant (e.g. onshore CNY). Identical to ibor_swap but generates the schedule forward from the effective date.