Enum ValuationContextError 

pub enum ValuationContextError {
    MissingDiscountCurve(Currency),
    MissingForwardCurve(Currency),
    MissingVolatilitySurface(String),
    MissingFxRate {
        from: Currency,
        to: Currency,
    },
    TimeOutsideCurve,
    InvalidCurve(&'static str),
    Instrument(FinanceError),
    Option(OptionError),
    InvalidScenario(&'static str),
    UnsupportedExercise(OptionStyle),
    OutsideSurfaceValidity,
}

Why a valuation in a ValuationContext could not be produced.

Distinct from crate::contract::ValuationError, which is about a single contract’s own arithmetic; this one is about the market data a valuation runs on.

Variants

MissingDiscountCurve(Currency)

No discount curve for this currency. The context does not invent one.

MissingForwardCurve(Currency)

No forward curve for this currency.

MissingVolatilitySurface(String)

No volatility surface for this underlying.

MissingFxRate

No exchange rate connecting these two currencies.

Fields

from: Currency

to: Currency

TimeOutsideCurve

A curve was asked for a date before its reference date, or for a non-finite time.

InvalidCurve(&'static str)

The curve’s nodes do not describe a term structure.

Instrument(FinanceError)

The underlying instrument or its schedule is invalid.

Option(OptionError)

The option inputs are invalid.

InvalidScenario(&'static str)

A scenario’s shocks are not usable.

UnsupportedExercise(OptionStyle)

The instrument’s exercise style has no pricing engine in this crate.

OutsideSurfaceValidity

The requested strike or maturity lies further outside the quoted volatility grid than its declared validity allows.

Trait Implementations

impl Clone for ValuationContextError

fn clone(&self) -> ValuationContextError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ValuationContextError

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

Formats the value using the given formatter.

impl Display for ValuationContextError

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

Formats the value using the given formatter.

impl Error for ValuationContextError

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<FinanceError> for ValuationContextError

fn from(err: FinanceError) -> Self

Converts to this type from the input type.

impl From<OptionError> for ValuationContextError

fn from(err: OptionError) -> Self

Converts to this type from the input type.

impl PartialEq for ValuationContextError

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for ValuationContextError