Skip to main content

QuoteBlock

Type Alias QuoteBlock 

type QuoteBlock = (Vec<f64>, Vec<Vec<f64>>, JacobianEngine);
Expand description

Every rung’s quote read back on the curve params describes, and its derivative with respect to every log discount factor: (read_back, dq), dq[i][j] = ∂qᵢ/∂zⱼ, from eight-lane forward-mode passes.

One body for the provenance Jacobian and the smoothed fit, so the two cannot describe different calibrations. (read_back, dq, engine): every rung’s quote at the parameters, dq[i][j] = ∂qᵢ/∂paramⱼ, and which engine built it.