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zcs

Function zcs 

fn zcs(
    name: &str,
    index_code: &str,
    calendar_center: &str,
    fixed_day_count: DayCountFraction,
    fixed_compounding: AccrualCompounding,
    float_frequency: Frequency,
    float_day_count: DayCountFraction,
    business_day_convention: BusinessDayConvention,
    roll: RollConvention,
    spot_lag_days: i32,
    end_of_month: bool,
) -> ZcsTemplate
Expand description

Builder for a zero-coupon-swap template. name doubles as the registry code; the floating index is resolved by index_code. float_frequency is the compounding frequency of the floating side — a ZCS pays once, so it does not describe payments.