Function shocked_credit_quotes
fn shocked_credit_quotes(
market: MarketContext,
leg: &ScenarioLeg,
credit: &CreditCurveId,
) -> Result<MarketContext, ScenarioError>Expand description
market with entity’s survival curve solved again from its CDS quotes
moved by leg: each rung’s quote moved by the leg’s shape at its pillar —
τ Act/365F from the curve’s reference for a slope — absolutely unless
the leg asks for a relative move, the ladder solved in its own family
against its own discount at the entity’s market recovery, and the result
re-pinned with its new ladder and refit. A market that does not hold the
entity is carried through.
§Errors
ScenarioError::NoQuotes when the entity’s curve carries no ladder;
ScenarioError::Refit when the moved ladder does not solve.