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check_event

Function check_event 

fn check_event(
    cds: &CreditDefaultSwap,
    event: &CreditEvent,
    factor: f64,
) -> Result<(), CreditError>
Expand description

Refuses an event cds cannot carry at the remaining factor: a weight that is not positive or exceeds it, an auction recovery outside [0, 1], or an event date outside the protection.