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reattach

Function reattach 

pub fn reattach<R: Scalar>(calibrated: SolvedParameter, price: R) -> R
Expand 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.