Function calibrate_survival_density 

pub fn calibrate_survival_density(
    reference: NaiveDate,
    discount: &Curve,
    rungs: &[Rung],
    recovery: Option<f64>,
    fixings: &FixingStore,
    fx: &FxRates,
    tolerance: Tolerance,
    day_count: DayCountFraction,
) -> Result<CalibratedDensity, CalibrationError>

Calibrates a default-density survival curve to a ladder of credit default swaps, discounted on a curve already known, the density linear between pillars.

The same pillar-by-pillar Newton as calibrate_survival, on the density at each pillar rather than the segment hazard: a contract to pillar j reads no density beyond it, so the ladder is triangular. The density at the reference date is the first pillar’s, so the first segment is flat, and the curve carries one parameter per rung. The ladder is read back, checked and inverted exactly as the hazard ladder’s, so the curve pins with its provenance and its refit.

Errors

As calibrate_survival, with a pillar solving to a negative density reported as CalibrationError::NegativeHazard carrying the density.