Function survival_quote_block
fn survival_quote_block(
discount: &Curve,
storage: &Survival,
hazards: &[f64],
recovery: Option<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 survival curve hazards describes,
and its derivative with respect to every segment hazard — the credit form
of the quote block, over the same lane loop.