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fixed_leg

Function fixed_leg 

fn fixed_leg(
    currency: &str,
    day_count: DayCountFraction,
    calendar_center: &str,
    frequency: Frequency,
    end_of_month: bool,
    pay_delay_days: i32,
) -> XccyLegTemplate
Expand description

Fixed-rate cross-currency leg. frequency, end_of_month, and pay_delay vary per template.