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cnh_usd_ccs_q

Function cnh_usd_ccs_q 

pub fn cnh_usd_ccs_q() -> XccySwapTemplate
Expand description

CNH fixed / USD SOFR OIS cross-currency swap on a 3-way China-Interbank ∪ Hong Kong ∪ US calendar. Non-MTM, USD/SOFR collateral, quoted on the CNH leg.