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quote_weights

Function quote_weights 

fn quote_weights(
    market: &MarketContext,
    id: &CurveId,
    parallel: bool,
) -> Option<CurveWeights>
Expand description

∂p/∂q for every parameter of the curve under id, or None where the market lifts no rate or credit curve under it.

Read by position rather than by each parameter’s risk id: an id per parameter clones its curve’s key every time, and the readout would pay for that on every call, in proportion to the ladder.