Function shocked_smile 

fn shocked_smile(
    market: MarketContext,
    leg: &ScenarioLeg,
    pair: CurrencyPair,
    component: SmileComponent,
) -> Result<MarketContext, ScenarioError>

market with the smile of pair’s FX surface moved in vol points: the leg’s shape read at each smile’s expiry, and applied to each node by its side of ATM as component says. A market with no surface for the pair is returned as it is, as a vol-surface selector does.

Errors

ScenarioError::NonPositiveVol when the move takes a node to zero or below.