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repack_gap

Function repack_gap 

pub fn repack_gap<R: Scalar>(
    note: &RepackNote,
    view: &PricingView<'_, R>,
) -> Result<GapCharge<R>, PricingError>
Expand description

The repack gap charge of note against view, under the note’s engine.

§Errors

PricingError::UnsupportedForProduct for a note declaring a valuation trigger (it needs the simulation), a view without the Hull-White parameters, the issuer’s credit or market recovery, or — under the correlated engine — the issuer’s credit-intensity parameters, and for a claim bond with more than one exercise boundary; curve errors otherwise.