Struct FxSwapTemplate 

pub struct FxSwapTemplate {
    pub name: String,
    pub foreign_ccy: String,
    pub collateral_ccy: String,
    pub calendar: Arc<dyn Calendar>,
    pub business_day_convention: BusinessDayConvention,
}

The conventions of an FX-swap pillar used to calibrate a foreign currency’s discount curve under a collateral currency (cross-collateral / post-CSA discounting). It carries no quote — the forward-points quote fills a recipe pillar hole — only the currencies and the schedule conventions needed to turn a pillar tenor into a forward-settlement date.

Fields

name: String

Template name.

foreign_ccy: String

The cashflow (foreign) currency whose discount curve is being calibrated.

collateral_ccy: String

The collateral currency the discounting is measured against.

calendar: Arc<dyn Calendar>

Calendar advancing the pillar tenor to its forward-settlement date.

business_day_convention: BusinessDayConvention

Business-day convention applied to that advance.

Trait Implementations

impl Clone for FxSwapTemplate

fn clone(&self) -> FxSwapTemplate

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl From<FxSwapTemplate> for AnyTemplate

fn from(t: FxSwapTemplate) -> Self

Converts to this type from the input type.