Function amraoui_hitier_marginal 

pub(crate) fn amraoui_hitier_marginal<R: Scalar>(
    pd: R,
    recovery: R,
    floor: R,
) -> (R, R)

The Amraoui–Hitier conditional loss as the constant-recovery LHP’s: (1 − R̃)·Φ((Φ⁻¹(pd') − √ρ·m)/√(1 − ρ)) is the loss of a pool with default probability pd' = pd·(1 − R̄)/(1 − R̃) and loss given default 1 − R̃. Generic in the floor so its sensitivities read in the mode.