Struct Stores 

struct Stores<'a, R: Scalar> {
    fixings: &'a FixingStore,
    fixing_params: &'a [R],
    fx: &'a FxRates,
    fx_params: &'a [R],
    fixed_discount: Option<&'a ResolvedCurve<'a, R>>,
    fixed_foreign: Option<&'a ResolvedCurve<'a, R>>,
    inflation: Option<ResolvedInflation<'a, R>>,
    credit: Option<ResolvedCredit<'a, R>>,
    collateral: Option<&'a CollateralCurves<'a, R>>,
    base_correlation: Option<&'a BaseCorrelation>,
}

The lifted stores a pass prices against, borrowed by every valuation.

Generic over the mode because two of them read it: the solve seeds one pillar at a time in Jet1, and the Jacobian seeds a block of them in JetK. Lifting once per pass rather than once per valuation is the point — a store that does not move should not be re-lifted for every rung.

Fields

fixings: &'a FixingStore

fixing_params: &'a [R]

fx: &'a FxRates

fx_params: &'a [R]

fixed_discount: Option<&'a ResolvedCurve<'a, R>>

fixed_foreign: Option<&'a ResolvedCurve<'a, R>>

The foreign curve held fixed beside fixed_discount, for a non-deliverable rung’s conversions; None for every other form.

inflation: Option<ResolvedInflation<'a, R>>

The inflation curve a rung reads. None for a rate ladder, whose rungs name no price index; Some for an inflation ladder, where it is the curve under solve.

credit: Option<ResolvedCredit<'a, R>>

The credit curve a rung reads. None for a rate or inflation ladder; Some for a credit ladder, where it is the curve under solve.

collateral: Option<&'a CollateralCurves<'a, R>>

The fixed curves of a collateral ladder, whose curve under solve is a cross-currency rung’s receive-leg discount. None for every other form.

base_correlation: Option<&'a BaseCorrelation>

The base-correlation curve a tranche reads. Passive in every mode — correlation is never lifted — and Some only for the tranche bootstrap, where it is the curve under solve.