Expand description
Typed error enums for parametrisation, conversion, and calibration.
All failure paths return a typed Result — no panic!(), no unwrap(),
no string errors. Each variant carries enough context for the caller to
decide how to recover.
Three enums separate the three failure domains:
ParamError— invalid SVI / SSVI parameters or out-of-domain quotes.ConvertError— a parametrisation conversion has no valid pre-image.CalibrationError— a calibrator could not produce a usable fit.
Enums§
- Calibration
Error - Error returned when a calibrator cannot produce a usable fit.
- Convert
Error - Error returned when a parametrisation conversion has no valid pre-image.
- Param
Error - Error returned when SVI / SSVI parameters or market quotes fail validation.