Usage

Fewer than 20 new lines have been added; most of the functions are generally maintained.
Now we need to call MergedCurve(df_curve_python, df_curve_fortran) to generate a MergedCurve object. We use MergedCurve.plot_fwdrate_wrapper to generate images.
Additional functions should be placed within the MergedCurve class.
Generated images are located in the /output/merged directory.

Known issue

Some data is missing in the original Fortran .pkl file (e.g., yvols). Therefore, some parameters are not calculated.

I didn't make significant modifications for this test. I only provided the necessary changes to complete it. However, I personally believe that some improvements will be essential in the near future -- regardless of whether I get this position.
Integrate a configuration file (e.g., JSON or YAML) to manage input parameters without modifying the code (current Option-related inputs section).
Greater extensibility is needed. If we plan to publish the code in the future, we may need to allow users to manually input data for various parameters (e.g., date, rate, etc.). Now would be a good time to separate inputs by columns, rather than inputting a large dataframe.
I also recommend breaking down long functions into smaller, more focused ones, each handling a single responsibility. This will improve the readability, maintainability, and testability of the code by making each function easier to understand and debug. pd.pipe is a good option for this.