Function replicated_variance 

fn replicated_variance<R: Scalar>(
    convention: VolConvention,
    forward: R,
    expiry: f64,
    spreads: &[f64],
    vol_at: impl Fn(f64) -> Result<R, PricingError>,
) -> Result<R, PricingError>

The annuity-measure variance of the swap rate at expiry, replicated off the smile vol_at quoted at spreads from the forward: see the module note.