Function calibrate_curve_helpers 

pub fn calibrate_curve_helpers(
    market: &MarketContext,
    rungs: &[Rung],
    options: &CalibrationOptions,
) -> Result<(MarketContext, Vec<HelperSolve>), CalibrationError>

Calibrates the curves a list of helpers solves and pins them into a copy of market.

A helper is a Rung: a real instrument with its quote declared, built from its template by deposit_rung, future_rung, fra_rung, par_rungs, tenor_basis_rung or cross_currency_rungs. The rungs are grouped by the curve each solves, read off its instrument’s declared risk factors under the family topology the par-curve verb applies: an overnight index’s rungs pin discount(ccy) and projection(index) as one curve; a term index’s rungs pin its projection over the held discount(ccy); a deposit’s rungs pin discount(ccy); a tenor basis rung pins its spread leg’s projection over the held discount and base projection; a cross-currency basis rung pins the quoted leg’s collateral discount under the held pay discount and both projections.

Groups that read nothing another group solves are solved in turn, each pinned before the next so a later group reads it; groups that read each other are solved together through calibrate_jointly_on and pinned with no ladder of their own. Two rungs noding one date are refused by name before any solve. A swap template’s par rungs solve to the curve calibrate produces on them, pinned under the roles above.

Errors

CalibrationError::OverlappingPillars for two rungs on one pillar; CalibrationError::Pricing carrying the market’s missing-curve refusal for a held curve the market lacks; and whatever the ladder solves refuse.