Function usd_brl_simple_zero 

pub fn usd_brl_simple_zero() -> XccySwapTemplate

USD fixed / BRL CDI zero-coupon non-deliverable cross-currency swap — the offshore DI × dólar swap. Each leg pays once at termination: the BRL leg compounds the CDI over Brazilian business days, ∏(1 + CDI_j)^(1/252) − 1 (the BRL-CDI-NDS leg’s arithmetic), and the USD leg accrues its fixed rate simply on ACT/360. Quoted on the USD fixed rate — the cupom cambial — against CDI flat. The BRL leg, its final exchange included, settles in USD at BRL PTAX (BRL09), fixing two Brazil-and-New-York business days before payment (USNY and any of BR{SP,RJ,BR}). Principal is exchanged at the end alone; USD SOFR collateral. Payment on termination is inferred: the CME rule’s “+1 BD” is for the NDIRS, and no source states the CCS’s.