Struct TenorBasisTemplate 

pub struct TenorBasisTemplate {
    pub name: String,
    pub spread: TenorBasisLeg,
    pub base: TenorBasisLeg,
}

The conventions of a single-currency tenor-basis swap (a type = "TenorBasis" projection pillar): a spread leg projecting one index against a base leg projecting another, with the quoted basis spread on the spread leg. It pins the spread index’s forward curve against the base index’s (an available peer forward); the two indices must resolve to distinct forward-curve keys. It carries no quote — the basis spread fills a recipe pillar hole — only the two legs’ conventions.

Fields

name: String

Template name (doubles as the registry code).

spread: TenorBasisLeg

The spread (pinned) leg — the index whose forward curve is solved.

base: TenorBasisLeg

The base (peer) leg — the index whose forward curve must be available.

Trait Implementations

impl Clone for TenorBasisTemplate

fn clone(&self) -> TenorBasisTemplate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl From<TenorBasisTemplate> for AnyTemplate

fn from(t: TenorBasisTemplate) -> Self

Converts to this type from the input type.