Enum SolverStatus 

#[non_exhaustive]
pub enum SolverStatus {
    Converged,
    NearExpiryIntrinsic,
    NonPositivePrice,
    BelowIntrinsic,
    NoBracketInRange,
    NotIdentifiable,
    MaxIterations,
    InvalidInput,
}

Why the IV solver returned: the precise outcome behind a (non-)convergence (see SolverResult).

New variants may be added in future minor versions (the enum is #[non_exhaustive]); always include a wildcard arm when matching.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Converged

A volatility was found within tolerance. iv is finite and usable.

NearExpiryIntrinsic

Time to expiry was below the near-expiry cutoff; the option should be priced intrinsically and no implied volatility is solved. iv is f64::NAN.

NonPositivePrice

The market price was zero or negative; no implied volatility exists. iv is f64::NAN.

BelowIntrinsic

The market price was below the discounted intrinsic value (the Black-76 no-arbitrage lower bound). iv is f64::NAN.

NoBracketInRange

No root exists in [iv_min, iv_max]; the price is unattainable for any volatility in that range. iv is f64::NAN.

NotIdentifiable

Vega is below vega_floor, so the implied volatility is not numerically identifiable from the price. iv is f64::NAN.

MaxIterations

The solver exhausted its iteration budget without meeting the volatility-space tolerance. iv is f64::NAN.

InvalidInput

An input (market price, F, K, T, or r) was non-finite, so no solve was attempted. iv is f64::NAN. Validate untrusted or exchange-sourced inputs before calling.

Trait Implementations

impl Clone for SolverStatus

fn clone(&self) -> SolverStatus

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SolverStatus

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for SolverStatus

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for SolverStatus

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for SolverStatus

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for SolverStatus

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for SolverStatus

impl Eq for SolverStatus

impl StructuralPartialEq for SolverStatus