Skip to main content

check_credit_ladder

Function check_credit_ladder 

fn check_credit_ladder(
    reference: NaiveDate,
    rungs: &[Rung],
    recovery: Option<f64>,
) -> Result<(), CalibrationError>
Expand description

A credit ladder’s shape, checked before any pillar is solved: at least one rung, pillars strictly increasing from the reference date, and a market recovery where a contract needs one.