Enum SdeError 

pub enum SdeError {
    InvalidParameters {
        parameter: String,
        value: f64,
        constraint: String,
    },
    NumericalInstability {
        method: String,
        reason: String,
    },
    FellerConditionViolation {
        kappa: f64,
        theta: f64,
        xi: f64,
        feller_value: f64,
    },
    InvalidConfiguration {
        field: String,
        reason: String,
    },
    MonteCarloError {
        paths: usize,
        reason: String,
    },
    PayoffError {
        payoff_type: String,
        reason: String,
    },
    RandomGenerationError {
        reason: String,
    },
    CalibrationError {
        reason: String,
        current_error: Option<f64>,
    },
    UnsupportedOperation {
        operation: String,
        context: String,
    },
}

Custom error types for the fast-sde library

Variants

InvalidParameters

Invalid parameter values

Fields

parameter: String

value: f64

constraint: String

NumericalInstability

Numerical instability or convergence failure

Fields

method: String

reason: String

FellerConditionViolation

Feller condition violation in Heston model

Fields

kappa: f64

theta: f64

xi: f64

feller_value: f64

InvalidConfiguration

Invalid configuration

Fields

field: String

reason: String

MonteCarloError

Monte Carlo simulation error

Fields

paths: usize

reason: String

PayoffError

Payoff calculation error

Fields

payoff_type: String

reason: String

RandomGenerationError

RNG or random number generation error

Fields

reason: String

CalibrationError

Calibration error

Fields

reason: String

current_error: Option<f64>

UnsupportedOperation

Unsupported operation

Fields

operation: String

context: String

Trait Implementations

impl Clone for SdeError

fn clone(&self) -> SdeError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SdeError

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

Formats the value using the given formatter.

impl Display for SdeError

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

Formats the value using the given formatter.

impl Error for SdeError

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.