Enum CalibrationError 

pub enum CalibrationError {
    EmptyQuotes,
    DidNotConverge {
        iterations: usize,
        residual: f64,
    },
    AllWeightsZero,
    InsufficientEffectiveQuotes {
        usable: usize,
        distinct: usize,
        need: usize,
    },
    InsufficientThetaLevels {
        got: usize,
        need: usize,
    },
    InvalidConfig {
        field: &'static str,
        value: f64,
    },
    Infeasible {
        condition: &'static str,
        margin: f64,
    },
    Param(ParamError),
}

Error returned when a calibrator cannot produce a usable fit.

Covers insufficient data, non-convergence of the outer optimiser, and any parameter error surfaced while assembling the calibrated slice.

Examples

use regit_svi::error::CalibrationError;

let err = CalibrationError::InsufficientEffectiveQuotes { usable: 2, distinct: 2, need: 5 };
let msg = format!("{err}");
assert!(msg.contains("2"));
assert!(msg.contains("5"));

Variants

EmptyQuotes

The supplied quote set is empty.

DidNotConverge

The outer optimiser reached its iteration cap without converging.

Fields

iterations: usize

Number of iterations performed.

residual: f64

The final residual norm.

AllWeightsZero

All fitting weights are zero, so the objective is identically zero.

InsufficientEffectiveQuotes

Too few usable or sufficiently distinct positive-weight observations.

Fields

usable: usize

Number of positive-weight observations.

distinct: usize

Number of sufficiently distinct strikes.

need: usize

Required minimum for both counts.

InsufficientThetaLevels

Too few distinct positive ATM-variance levels identify the requested surface family.

Fields

got: usize

Number of distinct positive theta levels supplied.

need: usize

Minimum number required by the surface family.

InvalidConfig

A calibration control lies outside its supported domain.

Fields

field: &'static str

Name of the invalid control.

value: f64

Offending value.

Infeasible

A constrained search ended without a model satisfying a hard condition.

Fields

condition: &'static str

Failed feasibility condition.

margin: f64

Signed condition margin when available.

Param(ParamError)

A parameter error surfaced while assembling the calibrated slice.

Trait Implementations

impl Clone for CalibrationError

fn clone(&self) -> CalibrationError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CalibrationError

impl Debug for CalibrationError

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

Formats the value using the given formatter.

impl Display for CalibrationError

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

Formats the value using the given formatter.

impl Error for CalibrationError

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<ParamError> for CalibrationError

fn from(e: ParamError) -> Self

Converts to this type from the input type.

impl PartialEq for CalibrationError

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for CalibrationError