Function ndccs
fn ndccs(
name: &str,
currency: &str,
day_count: DayCountFraction,
calendar: &str,
frequency: Frequency,
ndf: &'static str,
) -> XccySwapTemplateExpand description
An EM fixed / USD SOFR non-deliverable cross-currency swap row: the EM
leg fixed, quoted, paying two business days after each period end; the
SOFR leg compounding on ACT/360 at the same frequency and lag; principal
exchanged at the end alone; the EM leg settling in USD on ndf’s fixing,
each coupon fixing two business days before its period end for value on
it (EMTA-ISDA MP8, 4 Jan 2022); USD SOFR collateral.