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.