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curve_from

Function curve_from 

fn curve_from(
    reference: NaiveDate,
    dates: &[NaiveDate],
    log_dfs: &[f64],
    scheme: Interpolation,
) -> Result<Curve, CalibrationError>
Expand description

A piecewise curve over dates with the given log discount factors, read under scheme.

Every curve a solve builds comes through here — the prefix curves of the sequential pass and the curve returned alike — so a phase cannot optimise against a scheme the caller did not name.