Function calibrate_inflation 

pub(crate) fn calibrate_inflation(
    py: Python<'_>,
    reference: NaiveDate,
    discount: Option<&PyDiscountCurve>,
    rungs: Vec<PyRungInput>,
    market: Option<&PyMarket>,
    level_interpolation: Named<LevelInterpolation>,
    day_count: Named<DayCountFraction>,
    tolerance: Option<&PyTolerance>,
) -> PyResult<PyCalibratedInflation>

Calibrates an inflation curve from (pillar, instrument, quote) rungs of zero-coupon inflation swaps — the pillar at each swap’s lagged observation — discounted on discount, reading the base fixings from market.