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shocked_fx_implied

Function shocked_fx_implied 

fn shocked_fx_implied(
    market: MarketContext,
    target: FxTarget,
    amount: f64,
) -> Result<MarketContext, ScenarioError>
Expand description

market with every FX-implied curve the FX leg reaches moved to its spot times 1 + amount — divided, where the curve quotes the pair the other way round — with its outrights held. An axis leg reaches every implied curve; a pair leg the ones stating that pair.

§Errors

ScenarioError::Curve if a moved spot is refused.