Enum BootstrapError 

pub enum BootstrapError {
    InstrumentsNotOrdered {
        at_index: usize,
    },
    NonIncreasingAnchor {
        at_index: usize,
    },
    LegDidNotConverge {
        at_index: usize,
        residual: f64,
    },
    NoBracket {
        at_index: usize,
    },
    InvalidInstrument {
        at_index: usize,
        reason: &'static str,
    },
    Curve(CurveError),
    Type(TypeError),
}

Error returned by the bootstrap engine.

Examples

use regit_curves::errors::BootstrapError;

let err = BootstrapError::LegDidNotConverge { at_index: 3, residual: 1.2e-9 };
let msg = format!("{err}");
assert!(msg.contains("3"));
assert!(msg.contains("converge"));

Variants

InstrumentsNotOrdered

Instruments are not ordered by their primary anchor time, or two instruments share an anchor with no resolution rule.

Fields

at_index: usize

Index of the first instrument that breaks the ordering.

NonIncreasingAnchor

An instrument’s primary anchor is on or before the previous anchor.

Fields

at_index: usize

Index of the offending instrument.

LegDidNotConverge

The leg solver did not converge to a discount factor that re-prices the instrument within tolerance after max_iterations.

Fields

at_index: usize

Index of the leg that failed to converge.

residual: f64

The final residual reached.

NoBracket

Brent could not bracket a root for the leg.

Fields

at_index: usize

Index of the leg with no bracket.

InvalidInstrument

An instrument quote violates a domain constraint (rate not finite, negative when a positive value is required, etc.).

Fields

at_index: usize

Index of the offending instrument.

reason: &'static str

Human-readable reason.

Curve(CurveError)

A curve error surfaced while building the interim curve.

Type(TypeError)

A type error surfaced.

Trait Implementations

impl Clone for BootstrapError

fn clone(&self) -> BootstrapError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BootstrapError

impl Debug for BootstrapError

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

Formats the value using the given formatter.

impl Display for BootstrapError

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

Formats the value using the given formatter.

impl Error for BootstrapError

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<CurveError> for BootstrapError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<TypeError> for BootstrapError

fn from(e: TypeError) -> Self

Converts to this type from the input type.

impl PartialEq for BootstrapError

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for BootstrapError