Function calibrate_projection_under 

pub fn calibrate_projection_under(
    reference: NaiveDate,
    discount: &Curve,
    foreign: &Curve,
    rungs: &[Rung],
    fixings: &FixingStore,
    fx: &FxRates,
    tolerance: Tolerance,
    scheme: Interpolation,
) -> Result<Calibrated, CalibrationError>

Calibrates an index’s projection curve from non-deliverable swaps, against the held settlement-currency discount and the held foreign curve — the local currency’s discount under the settlement collateral, which every conversion reads. calibrate_with’s solve with the foreign slot filled.

Errors

As calibrate.