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.