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.