Function calibrate_and_pin 

pub fn calibrate_and_pin(
    market: &MarketContext,
    bond: &CallableBond,
    mean_reversion: f64,
    shape: SigmaShape,
) -> Result<(MarketContext, CalibratedSigma), CalibrationError>

Calibrates and pins: the returned market carries the fitted volatility — flat under HW-{CCY}-SIGMA, or one HW-{CCY}-SIGMA-{expiry} label per piece — and the exogenous mean reversion under the canonical labels, any label of the other spelling removed, so the callable pricer reads them unchanged.

Errors

As calibrate_hull_white.