Function calibrate_hull_white_to_strip 

pub fn calibrate_hull_white_to_strip(
    market: &MarketContext,
    currency: Currency,
    collateral: &CollateralSpec,
    strip: &[StripPoint],
    mean_reversion: f64,
    shape: SigmaShape,
) -> Result<CalibratedSigma, CalibrationError>

Fits σ in shape to an explicit swaption strip, against market’s discount curve under collateral and its pinned normal-vol quotes, with mean_reversion exogenous.

Each point is an ATM payer swaption on currency’s surface, its quote read from the label swaption_normal_vol_label gives it. The callable entry point wraps this with the strip the bond implies; here the strip is the caller’s, so a calibration can be driven by a chosen set of swaptions rather than by an instrument that happens to imply them.

Errors

CalibrationError::EmptyStrip for an empty strip; CalibrationError::MissingQuote naming the first unpinned label; CalibrationError::StripNoConvergence and CalibrationError::SigmaAtBracketEdge from the solve; for the piecewise shape CalibrationError::DuplicateStripExpiry and CalibrationError::InfeasibleTerm; pricing and curve errors otherwise.