Enum IvError 

pub enum IvError {
    NoSolution,
    BelowIntrinsic {
        intrinsic: f64,
    },
    MaxIterationsReached {
        last_vol: f64,
        residual: f64,
    },
    NearZeroVega,
    BoundsExceeded {
        vol: f64,
    },
}

Error returned by implied volatility solvers when convergence fails or the market price is inconsistent with the model.

Variants

Each variant carries diagnostic context so the caller can decide whether to retry with a different solver or report the failure.

Examples

use regit_blackscholes::errors::IvError;

let err = IvError::NoSolution;
assert_eq!(format!("{err}"), "no implied volatility solution exists");

Variants

NoSolution

No implied volatility solution exists for the given market price.

BelowIntrinsic

Market price is below the intrinsic value — no valid vol can produce it.

Fields

intrinsic: f64

The intrinsic value that the market price falls below.

MaxIterationsReached

Solver reached maximum iteration count without converging.

Fields

last_vol: f64

The last volatility estimate before iteration stopped.

residual: f64

The residual (price error) at the last iteration.

NearZeroVega

Vega is near zero — the solver cannot make progress because the price surface is flat with respect to volatility.

BoundsExceeded

The implied volatility solution exceeds the search bounds [1e-8, 100.0].

Fields

vol: f64

The volatility value that exceeded the bounds.

Trait Implementations

impl Clone for IvError

fn clone(&self) -> IvError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for IvError

impl Debug for IvError

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

Formats the value using the given formatter.

impl Display for IvError

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

Formats the value using the given formatter.

impl Error for IvError

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 PartialEq for IvError

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for IvError