Function ibor_leg
fn ibor_leg(
currency: &str,
index_code: &str,
day_count: DayCountFraction,
calendar_center: &str,
fixing_lag_days: i32,
pay_delay_days: i32,
) -> XccyLegTemplateExpand description
Term-IBOR-projected cross-currency leg: Quarterly, EOM, Backward,
In-Advance. fixing_lag / pay_delay vary per screen.