Function reattach
pub fn reattach<R: Scalar>(calibrated: SolvedParameter, price: R) -> RExpand description
Reattaches a passively-solved parameter to the pricing mode.
value + (price − price₀)·∂value/∂price, evaluated in mode R. That is a
first-order expansion about the solution, so it reproduces the solved number
exactly and carries the sensitivity the calibration condition implies — and
it is arithmetic in the pricing mode, not a tape splice. Nothing reaches
into the recording to graft a derivative onto a value it did not produce.
price is the calibration target expressed in the pricing mode: where the
target is itself a market quantity, its own sensitivities flow through here.