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