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calibrate_jointly_on

Function calibrate_jointly_on 

pub fn calibrate_jointly_on(
    base: &MarketContext,
    curves: &[JointCurve],
    tolerance: Tolerance,
    scheme: Interpolation,
) -> Result<JointCalibration, CalibrationError>
Expand description

calibrate_jointly on a market that already holds curves the ladders read but do not solve — a tenor basis ladder’s base index, a term ladder’s discount pinned yesterday. The trial curves are pinned over base at each iteration; base itself is untouched and supplies the fixings and FX.

§Errors

As calibrate_jointly.