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repin

Function repin 

pub(crate) fn repin(
    market: MarketContext,
    id: &CurveId,
    curve: impl Into<PinnedCurve>,
) -> MarketContext
Expand description

market with the curve id names replaced by curve. Re-pins curve under the role id names.

A shocked curve arrives here as a bare Arc, which pins with no provenance and so clears whatever ladder the unshocked curve was pinned with. That is deliberate and not incidental: the ladder calibrated the original, it does not reprice the shock, and a par measure under a scenario should fail loud rather than flip risk through a Jacobian describing a curve that is no longer there.