Function ois_leg
fn ois_leg(
currency: &str,
index_code: &str,
day_count: DayCountFraction,
calendar_center: &str,
) -> XccyLegTemplateExpand description
Overnight-compounded (OIS) cross-currency leg: Quarterly, EOM, Backward,
ExclSprd, fixing_lag = 0 BD, pay_delay = 2 BD; the screens’ 1 BD
rate cut-off is deliberately not modelled (see XccyLegTemplate).