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,
) -> ZcsTemplateExpand 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.