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newton_pillar

Function newton_pillar 

fn newton_pillar(
    reference: NaiveDate,
    dates: &[NaiveDate],
    params: &[f64],
    j: usize,
    rung: &Rung,
    stores: &Stores<'_, Jet1<f64>>,
    tolerance: Tolerance,
    scheme: Interpolation,
) -> Result<SolvedPillar, CalibrationError>
Expand description

Newton on pillar j of the curve over dates with parameters params, starting from params[j], every other pillar held.

Zero steps means the rung already priced within tolerance at the start; the residual reported is the last one evaluated.