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joint_seed

Function joint_seed 

fn joint_seed(
    reference: NaiveDate,
    curves: &[JointCurve],
    fixings: &FixingStore,
    fx: &FxRates,
    tolerance: Tolerance,
    scheme: Interpolation,
) -> Vec<f64>
Expand description

The stacked log discount factors a joint solve starts from: each curve solved sequentially in the order given — a discount curve self-discounting, a projection curve against the first discount curve — where that succeeds, and flat at its first rung’s quote (as a continuously compounded rate) where it does not.