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meeting_ois

Function meeting_ois 

fn meeting_ois(
    name: &str,
    index_code: &str,
    calendar_center: &str,
    central_bank: CentralBank,
    fixed_day_count: DayCountFraction,
    business_day_convention: BusinessDayConvention,
    payment_lag_days: i32,
) -> MeetingOisTemplate
Expand description

Builder for a meeting-date OIS template. name doubles as the registry code. The single accrual period is generated at materialisation from the deciding bank’s seeded meeting schedule, so no frequency/roll/spot-lag is carried.