Enum SimulationError 

pub enum SimulationError {
    WalkError {
        reason: String,
    },
    InvalidParameters {
        reason: String,
    },
    StepError {
        reason: String,
    },
    InvalidWalkType {
        expected: &'static str,
    },
    InvalidAutocorrelation {
        value: Decimal,
    },
    GarchStationarity {
        alpha: Positive,
        beta: Positive,
    },
    InvalidCorrelation {
        rho: Decimal,
    },
    InsufficientHistoricalData {
        required: usize,
        found: usize,
    },
    IndexConversion,
    ExpirationReached,
    Decimal(DecimalError),
    Options(OptionsError),
    Pricing(PricingError),
    ExpirationDate(ExpirationDateError),
    PositiveError(PositiveError),
    NonFinite {
        context: &'static str,
        value: f64,
    },
    Volatility(Box<VolatilityError>),
}

Error type for simulation operations.

This enum represents the various errors that can occur during simulation operations, such as random walks, Monte Carlo simulations, and other stochastic processes.

Variants

WalkError

Error during walk generation.

Fields

reason: String

Detailed reason for the walk generation failure

InvalidParameters

Error due to invalid simulation parameters.

Fields

reason: String

Detailed reason for the invalid parameters

StepError

Error during step calculation.

Fields

reason: String

Detailed reason for the step calculation failure

InvalidWalkType

The walk type in the parameters does not match the generator being invoked.

Raised from inside each WalkTypeAble implementation when the supplied walk_type discriminator is not the one expected by the method.

Fields

expected: &'static str

Human-readable description of the expected walk type, e.g. "Brownian".

InvalidAutocorrelation

Autocorrelation parameter is outside the required [-1, 1] interval.

Fields

value: Decimal

The offending autocorrelation value.

GarchStationarity

GARCH stationarity constraint alpha + beta < 1 violated.

Fields

alpha: Positive

The GARCH alpha coefficient.

beta: Positive

The GARCH beta coefficient.

InvalidCorrelation

Heston correlation rho is outside the valid [-1, 1] interval.

Fields

rho: Decimal

The offending correlation value.

InsufficientHistoricalData

Not enough historical price observations to generate the requested walk.

Fields

required: usize

Minimum number of observations required.

found: usize

Number of observations actually available.

IndexConversion

Failed to convert the x-axis step index into a Decimal.

ExpirationReached

The simulated expiration has already been reached, no further steps can be generated.

Decimal(DecimalError)

Decimal arithmetic error surfaced from pricing or Greek calculations.

Options(OptionsError)

Options domain error surfaced during simulation.

Pricing(PricingError)

Pricing error surfaced during simulation.

ExpirationDate(ExpirationDateError)

Expiration-date conversion error.

PositiveError(PositiveError)

Positive value errors

NonFinite

A simulation kernel produced a non-finite f64 value (NaN / ±∞) at an f64 → Decimal boundary.

Emitted by Brownian / geometric Brownian motion, Heston, telegraph, and general random-walk path generators whenever an intermediate f64 would otherwise be silently cast into Decimal::ZERO. context is a static call-site tag following the same convention as optionstratlib_core::error::DecimalError::Overflow.

Fields

context: &'static str

Static tag identifying the kernel and step that produced the non-finite value.

value: f64

The offending f64 value (NaN, +∞, or -∞).

Volatility(Box<VolatilityError>)

A volatility failure raised by the pricing capability this layer depends on. Boxed because VolatilityError is the larger enum.

Implementations

impl SimulationError

pub fn walk_error(reason: &str) -> Self

Creates a new WalkError variant.

Arguments

• reason - Detailed reason for the walk generation failure

pub fn invalid_parameters(reason: &str) -> Self

Creates a new InvalidParameters variant.

Arguments

• reason - Detailed reason for the invalid parameters

pub fn step_error(reason: &str) -> Self

Creates a new StepError variant.

Arguments

• reason - Detailed reason for the step calculation failure

pub fn non_finite(context: &'static str, value: f64) -> Self

Creates a SimulationError::NonFinite from a static call-site tag and the offending f64 value.

Trait Implementations

impl Debug for SimulationError

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

Formats the value using the given formatter.

impl Display for SimulationError

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

Formats the value using the given formatter.

impl Error for SimulationError

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<DecimalError> for SimulationError

fn from(source: DecimalError) -> Self

Converts to this type from the input type.

impl From<ExpirationDateError> for SimulationError

fn from(source: ExpirationDateError) -> Self

Converts to this type from the input type.

impl From<OptionsError> for SimulationError

fn from(source: OptionsError) -> Self

Converts to this type from the input type.

impl From<PositiveError> for SimulationError

fn from(source: PositiveError) -> Self

Converts to this type from the input type.

impl From<PricingError> for SimulationError

fn from(source: PricingError) -> Self

Converts to this type from the input type.

impl From<VolatilityError> for SimulationError

fn from(err: VolatilityError) -> Self

Converts to this type from the input type.