Function calibrate_survival_density 

pub(crate) fn calibrate_survival_density(
    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 a default-density survival curve to a ladder of credit default swaps — one density per pillar, the first segment flat — discounted on discount; the rungs as calibrate_survival takes them, and the result the CalibratedSurvival it returns, ladder and refit included.