Enum PricingError 

pub enum PricingError {
    NegativeSpot,
    NegativeStrike,
    NegativeTime,
    NegativeVolatility,
    IntrinsicOnly {
        intrinsic: f64,
    },
}

Error returned by pricing functions when input validation fails or the option is at a degenerate boundary.

Variants

All variants indicate a precondition violation except IntrinsicOnly, which signals a valid but degenerate edge case (T == 0).

Examples

use regit_blackscholes::errors::PricingError;

let err = PricingError::NegativeSpot;
assert_eq!(format!("{err}"), "spot price must be non-negative");

Variants

NegativeSpot

Spot price S is negative.

NegativeStrike

Strike price K is negative.

NegativeTime

Time to expiry T is negative.

NegativeVolatility

Volatility sigma is negative.

IntrinsicOnly

Time to expiry is zero — the option value equals the discounted intrinsic value. The intrinsic field carries that value so the caller can use it without re-computing.

Fields

intrinsic: f64

The discounted intrinsic value of the option at expiry.

Trait Implementations

impl Clone for PricingError

fn clone(&self) -> PricingError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PricingError

impl Debug for PricingError

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

Formats the value using the given formatter.

impl Display for PricingError

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

Formats the value using the given formatter.

impl Error for PricingError

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 PricingError

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for PricingError