ENH: add NDXCS (#205) (#1121)

Author: attack68

python/rateslib/default.py

@@ -80,6 +80,7 @@ def __init__(self) -> None:
             "SBS": 2,
             "Swap": 2,
             "XCS": 2,
+            "NDXCS": 2,
             "FixedRateBond": 0,
             "IndexFixedRateBond": 0,
             "FloatRateNote": 0,

python/rateslib/instruments/__init__.py

@@ -27,6 +27,7 @@
 from rateslib.instruments.iirs import IIRS
 from rateslib.instruments.irs import IRS
 from rateslib.instruments.ndf import NDF
+from rateslib.instruments.ndxcs import NDXCS
 from rateslib.instruments.portfolio import Portfolio
 from rateslib.instruments.protocols import _BaseInstrument
 from rateslib.instruments.sbs import SBS
@@ -46,6 +47,7 @@
     "ZCS",
     # cross currency
     "XCS",
+    "NDXCS",
     "NDF",
     "FXSwap",
     "FXForward",