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calibrate

Function calibrate 

pub(crate) fn calibrate(
    py: Python<'_>,
    reference: NaiveDate,
    rungs: Vec<PyRungInput>,
    market: Option<&PyMarket>,
    discount: Option<&PyDiscountCurve>,
    interpolation: InterpolationArg,
    tension: Option<f64>,
    end_slopes: Option<(f64, f64)>,
    tolerance: Option<&PyTolerance>,
) -> PyResult<PyCalibration>
Expand description

Calibrates a self-discounting curve from (pillar_date, instrument) rungs quoted at par, reading fixings and FX from market when given.