Skip to main content

market_data_needs

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.