Function calibrate_piecewise
fn calibrate_piecewise(
market: &MarketContext,
currency: Currency,
collateral: &CollateralSpec,
strip: &[StripPoint],
mean_reversion: f64,
) -> Result<CalibratedSigma, CalibrationError>Expand description
The piecewise shape: one piece per strip expiry, solved in expiry order so each point fixes exactly its own piece and reprices.