Function simulate_repack_gap 

pub fn simulate_repack_gap(
    note: &RepackNote,
    view: &PricingView<'_, f64>,
    settings: &SimulationSettings,
) -> Result<SimulatedGap, PricingError>

The repack gap of note by Monte Carlo against view — resolved for RepackNote::simulation_factors — under settings, valuation trigger and crises included.

Errors

PricingError::MalformedDeclaration for refused settings; PricingError::UnsupportedForProduct for a view without the Hull-White parameters, the issuer’s credit, recovery, intensity or crises; curve errors otherwise.