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survival_quotes_in

Function survival_quotes_in 

fn survival_quotes_in<R: Scalar>(
    discount: &Curve,
    storage: &Survival,
    recovery: Option<f64>,
    rungs: &[Rung],
    fixings: &FixingStore,
    fx: &FxRates,
    run: impl FnOnce(&mut dyn FnMut(&[R]) -> Result<Vec<R>, CalibrationError>) -> Result<(Vec<f64>, Vec<Vec<f64>>, JacobianEngine), CalibrationError>,
) -> Result<(Vec<f64>, Vec<Vec<f64>>, JacobianEngine), CalibrationError>
Expand description

The survival form’s pass in mode R — see discount_quotes_in.