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.