Struct FxIndexSpec 

pub struct FxIndexSpec {
    pub pair: String,
    pub reset_lag: Period,
    pub reset_calendar: Arc<dyn Calendar>,
    pub variable_notional_currency: String,
}

FX-index metadata for an MTM-resetting cross-currency swap.

The lag and calendar here are the pair’s MtM reset (publication) convention — the ISDA MTM Matrix values dating when the benchmark used to re-fix the notional is published. They are NOT the pair’s spot settlement convention and can differ from it in both lag (the matrix is uniformly 2 business days, even where spot settles T+1 — e.g. CAD/USD) and calendar (EUR/USD publishes on London, not TARGET).

Fields

pair: String

Vendor-canonical FX pair symbol (e.g. "EURUSD").

reset_lag: Period

MtM reset lag: business days between the reset fixing and its value date (the ISDA MTM Matrix lag).

reset_calendar: Arc<dyn Calendar>

Publication calendar governing MtM reset fixing dates (the joint calendar of the ISDA MTM Matrix’s listed centers).

variable_notional_currency: String

Currency whose notional resets to current FX at each MTM trigger.

Trait Implementations

impl Clone for FxIndexSpec

fn clone(&self) -> FxIndexSpec

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.