Enum ArbitragePolicy 

pub enum ArbitragePolicy {
    Allow,
    Warn,
    Reject,
}

What to do when a bumped scenario curve implies a forward rate below the configured floor (see min_forward).

Variants

Allow

Accept the curve silently.

Warn

Log a warning and revalue anyway — the default: stress scenarios are deliberately extreme, and the P&L number is usually still wanted.

Reject

Fail the run, naming the scenario, curve and offending segment.

Trait Implementations

impl Clone for ArbitragePolicy

fn clone(&self) -> ArbitragePolicy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ArbitragePolicy

impl Debug for ArbitragePolicy

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

Formats the value using the given formatter.

impl Default for ArbitragePolicy

fn default() -> ArbitragePolicy

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for ArbitragePolicy

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for ArbitragePolicy

impl PartialEq for ArbitragePolicy

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ArbitragePolicy