Enum PnlError 

#[non_exhaustive]
pub enum PnlError {
    LayoutMismatch(Box<LayoutMismatch>),
    Pricing(PricingError),
    Risk(RiskError),
    Curve(CurveError),
    MoveOutsideParameters {
        reached: f64,
        after: f64,
    },
    ValuationDateMismatch {
        before: NaiveDate,
        after: NaiveDate,
    },
}

An attribution that could not be produced.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

LayoutMismatch(Box<LayoutMismatch>)

The two markets do not lift to the same input sequence, so their parameters cannot be compared position by position. Boxed: it names two inputs, and an error that size on every Result would tax the happy path.

Pricing(PricingError)

A valuation inside the attribution failed.

Risk(RiskError)

The risk pass failed.

Curve(CurveError)

A directional lift was refused.

MoveOutsideParameters

The ending market’s value is not the starting market’s structure at the ending market’s parameters: the two differ by something no attribution step moves — a curve built another way, or, for the prediction, a scenario’s shock transform, which carries no parameter.

Fields

reached: f64

What the attribution reached: the starting structure (or the ladder’s last step) at the ending parameters.

after: f64

The ending market’s own value.

ValuationDateMismatch

The two markets are valued on different days. A reset attribution publishes prints onto one day’s market; the move from one day’s close to the next re-dates every pillar and is a carry-and-roll step this module does not take.

Fields

before: NaiveDate

The starting market’s valuation date.

after: NaiveDate

The ending market’s valuation date.

Trait Implementations

impl Clone for PnlError

fn clone(&self) -> PnlError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PnlError

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

Formats the value using the given formatter.

impl Display for PnlError

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

Formats the value using the given formatter.

impl Error for PnlError

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 PnlError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<PnlError> for BookPnlError

fn from(e: PnlError) -> Self

Converts to this type from the input type.

impl From<PricingError> for PnlError

fn from(e: PricingError) -> Self

Converts to this type from the input type.

impl From<RiskError> for PnlError

fn from(e: RiskError) -> Self

Converts to this type from the input type.

impl PartialEq for PnlError

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for PnlError