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shocked_fx

Function shocked_fx 

fn shocked_fx(
    market: MarketContext,
    selector: &Selector,
    target: FxTarget,
    amount: f64,
) -> Result<MarketContext, ScenarioError>
Expand description

market with its quoted FX spots moved by 1 + amount: every stored pair for the axis, or the one target names — inverted where the market stores it the other way round, so the named direction moves by exactly 1 + amount. Crosses move with the legs they are derived from.