Function simulate_repack_gap_risk 

pub fn simulate_repack_gap_risk(
    note: &RepackNote,
    market: &MarketContext,
    settings: &SimulationSettings,
) -> Result<Vec<(MarketInputId, f64)>, PricingError>

The simulated gap’s sensitivity to every lifted market input of market, by a central difference of ±1e-6 through the lift, every leg on the same paths. An input the simulation does not read is reported as zero without a run; one pinned at the edge of its admissible range is differenced one-sided.

Each path is stepped once per distinct dynamics — the Hull-White and intensity parameters and the crisis rate — and read under every bump that shares them: a curve, survival, recovery, jump-mean or crisis-probability bump re-steps nothing.

Errors

As simulate_repack_gap, and the market’s resolution errors.