Function calibrate_cross_currency 

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

Calibrates the discount curve of the rungs’ receive leg under its collateral — EUR under a USD CSA from EUR/USD basis swaps — from (pillar, instrument, basis) rungs, against the pay leg’s discount and both legs’ projection curves; the FX spot comes from market.