Function gbp_usd_sonia_sofr_basis_q
pub fn gbp_usd_sonia_sofr_basis_q() -> XccySwapTemplateExpand description
GBP SONIA / USD SOFR OIS-OIS basis swap (GBP ACT/365F vs USD ACT/360). MTM (GBPUSD on London), USD/SOFR collateral, quoted on the GBP leg.