Function market_data_needs
pub fn market_data_needs(
product: &AnyInstrument,
) -> Result<RiskFactors<'_>, PricingError>Expand description
What an assembled product will need from the market.
Derived by asking the instrument rather than restated beside it: the declaration that resolves the curves is the one that matters, and a second copy would eventually disagree with it.
§Errors
PricingError::UnsupportedForProduct where the product’s needs exceed the
single-curve shape.