Skip to main content

with_axis_from

Function with_axis_from 

fn with_axis_from(
    market: MarketContext,
    after: &MarketContext,
    axis: RiskAxis,
) -> MarketContext
Expand description

market with axis‘s curves taken from after: its rate, repo and security-spread curves, its credit curves or its inflation curves, each as after holds it — a scenario’s shock transform included, which is a move no parameter carries. The other axes’ inputs are parameters alone (FX spots, vol surfaces, correlation, recovery), moved by value_at.