Function swaption_forwards 

pub fn swaption_forwards(
    market: &MarketContext,
    template: &AnyTemplate,
    expiries: &[Period],
    tenors: &[Period],
) -> Result<Vec<Vec<f64>>, PricingError>

The forward swap rate at each (expiry, tenor): the par rate on market of the swap template drafts starting expiry after spot and running tenor — the underlying a European swaption on that node exercises into. One row per expiry, one value per tenor: the shape calibrate_sabr reads.

Errors

PricingError::Curve for a template that builds no swap or a swap that cannot be dated; otherwise what the par-rate reading refuses with.