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ars_usd_ndccs

Function ars_usd_ndccs 

pub fn ars_usd_ndccs() -> XccySwapTemplate
Expand description

ARS fixed / USD SOFR NDCCS — fixed leg only. Settlement: USD on the ARS NDF template’s fixing, Payment − 2 BD on ARBA and USNY (ARS05, the registered NDF template’s fixing); timeline MP8. Coupon terms — semi-annual ACT/360 — are UNVERIFIED: no source states them.