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fx

Function fx 

fn fx(pair: &str, reset_center: &str, variable_notional: &str) -> FxIndexSpec
Expand description

An MtM reset FX-index spec. The reset lag is uniformly 2 business days and reset_center is the joint publication calendar, both per the pair’s row in the ISDA MTM Matrix for Mark-to-market Currency Swaps (2006 ISDA Definitions edition, published 2017-09-07) — verified verbatim: EUR/USD and GBP/USD fix “two London Business Days prior”; CAD/USD “two Toronto, New York and London”; EUR/CZK “two Prague Business Days and two TARGET Settlement Days”; USD/DKK “two Copenhagen Business Days”.