Skip to main content

Module errors

Module errors 

Source
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§

CalibrationError
Error returned when a calibrator cannot produce a usable fit.
ConvertError
Error returned when a parametrisation conversion has no valid pre-image.
ParamError
Error returned when SVI / SSVI parameters or market quotes fail validation.