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tenor_basis

Function tenor_basis 

fn tenor_basis(
    name: &str,
    spread_index_code: &str,
    spread_frequency: Frequency,
    spread_day_count: DayCountFraction,
    spread_center: &str,
    spread_bdc: BusinessDayConvention,
    spread_roll: RollConvention,
    base_index_code: &str,
    base_frequency: Frequency,
    base_day_count: DayCountFraction,
    base_center: &str,
    base_bdc: BusinessDayConvention,
    base_roll: RollConvention,
) -> TenorBasisTemplate
Expand description

Builder for a single-currency tenor-basis template. name doubles as the registry code. Each leg resolves its index name from the index registry.