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inflation_quote_block

helixrs::calibration

Function inflation_quote_block 

fn inflation_quote_block(
    discount: &Curve,
    storage: &Inflation,
    levels: &[f64],
    rungs: &[Rung],
    fixings: &FixingStore,
    fx: &FxRates,
) -> Result<(Vec<f64>, Vec<Vec<f64>>, JacobianEngine), CalibrationError>
Expand description

Every rung’s quote read back on the inflation curve levels describes, and its derivative with respect to every node level — the inflation form of the quote block, over the same lane loop.