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.