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.