Function quote_held_recovery_sensitivities 

pub fn quote_held_recovery_sensitivities(
    book: &Book,
    market: &MarketContext,
    bump: f64,
) -> Result<Vec<(String, f64)>, CreditBumpError>

The book’s sensitivity to each entity’s market recovery with its CDS quotes held: the central difference (V(R + h) − V(R − h))/2, the survival curve solved again to the same ladder at each bumped recovery — the counterpart of recovery_sensitivities’ curve-held one. A contract quoted on the ladder itself is then worth what it was; a product off the ladder moves by the recovery and by the hazards the quotes imply under it.

One row per entity whose curve was pinned from a calibration and carries a market recovery, in store order: a bare curve has no quotes to hold.

Errors

CreditBumpError::Recovery naming the entity when a bump leaves [0, 1); CreditBumpError::Refit naming it when the ladder does not solve at a bumped recovery; CreditBumpError::Pricing from a revaluation.