Enum PayoffError 

#[non_exhaustive]
pub enum PayoffError {
    EmptyCollar,
    FloorAboveCap {
        floor: f64,
        cap: f64,
    },
    EmptyDigital,
    NonPositiveGap(f64),
    NonFinite,
    EmptyRange,
    InvertedRange {
        lower: f64,
        upper: f64,
    },
    UnanchoredCpiStrike,
    DigitalOnCpiNotional,
}

Why an option on a coupon’s rate is not a payoff.

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.

EmptyCollar

A collar with neither a cap nor a floor.

FloorAboveCap

A collar whose floor is above its cap: no rate lies within it.

Fields

floor: f64

The floor.

cap: f64

The cap.

EmptyDigital

A digital with neither a call nor a put.

NonPositiveGap(f64)

A call spread that is not a positive width.

NonFinite

A strike, cap, floor or cash rate that is not a finite number.

EmptyRange

A range accrual with neither a lower nor an upper bound.

InvertedRange

A range accrual whose lower bound is above its upper.

Fields

lower: f64

The lower bound.

upper: f64

The upper bound.

UnanchoredCpiStrike

A payoff on a CPI notional with no base date, or one not before the observation: its strikes are annualised zero-coupon rates, and there is no period to annualise them over.

DigitalOnCpiNotional

A digital on a CPI notional: a call spread in annualised strike is not a spread in the index ratio, so only a collar is carried.

Trait Implementations

impl Clone for PayoffError

fn clone(&self) -> PayoffError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PayoffError

impl Debug for PayoffError

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

Formats the value using the given formatter.

impl Display for PayoffError

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

Formats the value using the given formatter.

impl Error for PayoffError

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 PartialEq for PayoffError

fn eq(&self, other: &PayoffError) -> 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 PayoffError