Function gamma_terms 

fn gamma_terms(
    book: &Book,
    market: &MarketContext,
    diff: &MarketDiff,
    quadratic: f64,
) -> Result<GammaTerms, PnlError>

The split of quadratic — ½ dᵀ H d along the whole of diff — by the groups that moved, per GammaTerms. With one moved group the whole move is that group’s move, so its own term is quadratic itself and no pass is repeated.