Function residuals_and_jacobian
fn residuals_and_jacobian(
shape: &Curve,
quotes: &[(FixedRateBond, f64)],
params: &[f64],
scale: &[f64],
reference: NaiveDate,
) -> Result<(Vec<f64>, Vec<Vec<f64>>), CurveError>Expand description
The weighted residual vector and its Jacobian at one parameter point.
One seeded pass per lane block, so a form no wider than LANES costs one
valuation per bond and nothing is differenced. A wider form blocks, and
every parameter gets a column — a Jacobian silently missing one converges
to the wrong place.