Skip to main content

clp_usd_ndccs

Function clp_usd_ndccs 

pub fn clp_usd_ndccs() -> XccySwapTemplate
Expand description

CLP fixed / USD SOFR NDCCS. Settlement: USD on CLP DOLAR.OBS (CLP10), Payment − 2 BD on CLSA and USNY; timeline MP8. Coupon terms — semi-annual ACT/360 on Santiago and New York — are inferred from the CLP NDS template.