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explain_across_days

Function explain_across_days 

pub(crate) fn explain_across_days(
    book: &Book,
    before: &MarketContext,
    rolled: &MarketContext,
    after: &MarketContext,
    cash: f64,
    order: &[RiskAxis],
) -> Result<ExplainReport, PnlError>
Expand description

The explain of book across days: cash, what the book was paid after before’s date and up to after’s, as the ExplainLeg::Cash leg; the ExplainLeg::Carry leg, from before to rolled — before’s quotes rebuilt at after’s date, each print the book reads in between at the forecast before projected it at; and from rolled to after, a same-day move, the ladder of explain. The legs sum to npv(after) − npv(before) + cash.

§Errors

As explain from rolled to after, and a valuation on before.