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eur_usd_estr_sofr_basis_q

Function eur_usd_estr_sofr_basis_q 

pub fn eur_usd_estr_sofr_basis_q() -> XccySwapTemplate
Expand description

EUR ESTR / USD SOFR OIS-OIS basis swap. MTM-resetting (EURUSD on London), USD/SOFR collateral, quoted on the EUR leg.