Function calibrate_smoothed
pub(crate) fn calibrate_smoothed(
py: Python<'_>,
reference: NaiveDate,
rungs: Vec<PyRungInput>,
smoothness: f64,
discount: Option<&PyDiscountCurve>,
market: Option<&PyMarket>,
interpolation: InterpolationArg,
tension: Option<f64>,
end_slopes: Option<(f64, f64)>,
tolerance: Option<&PyTolerance>,
) -> PyResult<PySmoothedCalibration>Expand description
Fits a log-linear curve to (pillar, instrument, quote) rungs globally,
minimising the quote residuals plus smoothness times the squared jumps
in the segment forward; self-discounting, or projecting over discount.