Function check_outright
fn check_outright(
code: &str,
tenor: Period,
outright: f64,
spot: f64,
) -> Result<(), RungBuildError>Expand description
An FX rung’s outright, refused where it cannot be one: not finite and
positive; more than three times spot or under a third of it — forward
points, or a quote in other units; or more than 10% from spot and nearer
1/spot than spot — the pair quoted the other way round. A curve solved
on either is nonsense, and both are unmistakable against spot, so the rung
is refused before anything is solved.