NDXCS

INR

INR/USD

An INR Fixed to SOFR non-deliverable into USD. INR Leg must be Leg1.

In [1]: defaults.spec["inrusd_ndxcs"]
Out[1]: 
{'frequency': 's',
 'stub': 'shortfront',
 'eom': False,
 'modifier': 'mf',
 'calendar': 'mum|fed',
 'payment_lag': 2,
 'currency': 'usd',
 'convention': 'act365f',
 'leg2_convention': 'act360',
 'leg2_spread_compound_method': 'none_simple',
 'leg2_fixing_method': 'rfr_payment_delay',
 'leg2_method_param': 0,
 'fixed': True,
 'pair': 'usdinr'}

In [2]: NDXCS(dt(2000, 1, 1), "10y", spec="inrusd_ndxcs").kwargs
Out[2]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16d4c1370>