Function calibrate_with 

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

Calibrates a projection curve against a caller-supplied discount curve.

The same sequential forward-mode solve as calibrate, with each rung’s instrument discounted on discount and projected off the curve under solve. The discount curve is lifted passive into the mode, so it contributes no derivative: the Newton step is exactly the residual’s sensitivity through the projection path, and a rung that does not project — one whose value the pillar cannot move — reports CalibrationError::Insensitive rather than taking a step on nothing.

This is the second half of a dual-curve set: an OIS ladder solved by calibrate for the discount, then each term index’s swap ladder solved here against it. The projection curve reprices its own quotes under the discounting the market actually applies, which a self-discounting solve of the same ladder would not.

Errors

As calibrate.