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ndccs

Function ndccs 

fn ndccs(
    name: &str,
    currency: &str,
    day_count: DayCountFraction,
    calendar: &str,
    frequency: Frequency,
    ndf: &'static str,
) -> XccySwapTemplate
Expand 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.