Enum RustyQLibError 

pub enum RustyQLibError {
    InvalidInput {
        field: String,
        reason: String,
    },
    UnsupportedEngine(String),
    CalibrationFailed {
        iterations: usize,
        residual: f64,
        reason: String,
    },
    NumericalError(String),
    ParseError(String),
    MissingMarketData {
        key: String,
    },
}

The error type returned by all fallible RustyQLib operations.

Variants

InvalidInput

A user-supplied value is outside its valid domain (negative volatility, maturity in the past, correlation outside [-1, 1], …).

Fields

field: String

The contract/market-data field or function argument at fault.

reason: String

Why the value was rejected.

UnsupportedEngine(String)

The requested engine cannot price the requested product/model combination (e.g. path-dependent payoffs on the binomial engine).

CalibrationFailed

An iterative calibration or root search terminated without meeting its convergence criterion.

Fields

iterations: usize

Iterations performed before giving up.

residual: f64

Final objective / residual value at termination.

reason: String

What was being calibrated and why it stopped.

NumericalError(String)

A numerical method broke down on otherwise valid input (singular matrix, bracketing failure, NaN in an intermediate, …).

ParseError(String)

Contract or market data could not be parsed / deserialized.

MissingMarketData

A Market lookup found no datum at the given key. key is the debug rendering of the typed key, e.g. Spot("ACME").

Fields

key: String

The key that had no entry.

Implementations

impl RustyQLibError

pub fn invalid_input( field: impl Into<String>, reason: impl Into<String>, ) -> Self

Convenience constructor for RustyQLibError::InvalidInput.

Trait Implementations

impl Clone for RustyQLibError

fn clone(&self) -> RustyQLibError

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RustyQLibError

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for RustyQLibError

fn fmt(&self, __formatter: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Error for RustyQLibError

fn source(&self) -> Option<&(dyn Error + 'static)>

Returns the lower-level source of this error, if any.

fn description(&self) -> &str

👎Deprecated since 1.42.0:

use the Display impl or to_string()

fn cause(&self) -> Option<&dyn Error>

👎Deprecated since 1.33.0:

replaced by Error::source, which can support downcasting

fn provide<'a>(&'a self, request: &mut Request<'a>)

🔬This is a nightly-only experimental API. (error_generic_member_access)

Provides type-based access to context intended for error reports.

impl From<CurveError> for RustyQLibError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<VolError> for RustyQLibError

fn from(e: VolError) -> Self

Converts to this type from the input type.

impl PartialEq for RustyQLibError

fn eq(&self, other: &RustyQLibError) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for RustyQLibError