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unresolved_collateral

Function unresolved_collateral 

pub(crate) fn unresolved_collateral() -> &'static CollateralSpec
Expand description

The collateral key a view that resolved nothing declares.

A calibration ladder holds the curves it prices against directly — the curve under solve, and a fixed discount where the form has one — so there is no key it looked anything up by. Rather than make the declaration optional (an optional declaration is not a declaration, and every pricer would have to handle a view that cannot say what it is), such a view names this: a spelling no market pins, so a view built over it cannot be mistaken for one that resolved a real curve.