Function calibrate_survival 

pub(crate) fn calibrate_survival(
    py: Python<'_>,
    reference: NaiveDate,
    discount: &PyDiscountCurve,
    rungs: Vec<PyRungInput>,
    recovery: Option<f64>,
    market: Option<&PyMarket>,
    day_count: Named<DayCountFraction>,
    tolerance: Option<&PyTolerance>,
) -> PyResult<PyCalibratedSurvival>

Calibrates an ISDA survival curve from (maturity, instrument, spread) rungs of spread-quoted credit default swaps, discounted on an already-built discount curve. recovery is the entity’s market recovery; a contract that fixes its own needs none.