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hkd_usd_hibor_sofr_basis_q

Function hkd_usd_hibor_sofr_basis_q 

pub fn hkd_usd_hibor_sofr_basis_q() -> XccySwapTemplate
Expand description

HKD HIBOR-3M / USD SOFR mixed IBOR-OIS basis swap. HIBOR fixes same-day (fixing_lag = 0 BD). Non-MTM, USD/SOFR collateral, quoted on the HKD leg.