Enum QuadraticRoughHestonError 

#[non_exhaustive]
pub enum QuadraticRoughHestonError {
    AlphaOutOfRange {
        alpha: Decimal,
    },
    NoFactors,
    RatioNotAboveOne {
        ratio: Decimal,
    },
    KernelOutOfRange {
        quantity: &'static str,
        index: usize,
    },
    NonPositiveStep {
        horizon: Decimal,
        steps: usize,
    },
    InvalidParameter {
        parameter: &'static str,
        value: Decimal,
        reason: &'static str,
    },
    InitialFactorCount {
        expected: usize,
        actual: usize,
    },
    NonFinite {
        quantity: &'static str,
        step: usize,
    },
    BufferTooLarge {
        buffer: &'static str,
        len: usize,
    },
    Decimal(DecimalError),
}

Reasons why a quadratic rough Heston kernel, simulation or price cannot be produced.

Raised by the constructors and functions around QuadraticRoughHestonParams.

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.

AlphaOutOfRange

The roughness exponent alpha is outside the open interval (1/2, 1).

Fields

alpha: Decimal

The rejected exponent.

NoFactors

The kernel was asked for no factors.

RatioNotAboveOne

The geometric ratio x_n of the partition is not above one.

Fields

ratio: Decimal

The rejected ratio.

KernelOutOfRange

A kernel weight or discount has no positive value in a Decimal: it overflows, or it is smaller than the resolution of 1e-28.

Fields

quantity: &'static str

weight or discount.

index: usize

The factor, from 1 to the number of factors.

NonPositiveStep

The time step is not positive: the horizon is not above zero, there are no steps, or the step rounds to zero in a Decimal.

Fields

horizon: Decimal

The horizon, in years.

steps: usize

The number of steps.

InvalidParameter

A model or run parameter is outside its domain.

Fields

parameter: &'static str

The rejected parameter.

value: Decimal

The rejected value.

reason: &'static str

The condition the value breaks.

InitialFactorCount

The number of initial factors is not the number of factors of the kernel.

Fields

expected: usize

The factors of the kernel.

actual: usize

The initial factors supplied.

NonFinite

A value of the simulated state stopped being finite. The variance is not truncated, so this is how an exploding path is reported.

Fields

quantity: &'static str

spot, z or variance.

step: usize

The step of the grid, from 1 to its number of steps.

BufferTooLarge

A buffer of the requested size cannot be allocated.

Fields

buffer: &'static str

What the buffer holds.

len: usize

The entries requested.

Decimal(DecimalError)

A value does not fit a Decimal, or Decimal arithmetic failed.

Trait Implementations

impl Debug for QuadraticRoughHestonError

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

Formats the value using the given formatter.

impl Display for QuadraticRoughHestonError

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

Formats the value using the given formatter.

impl Error for QuadraticRoughHestonError

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 QuadraticRoughHestonError

fn from(source: DecimalError) -> Self

Converts to this type from the input type.