Enum CurveError 

#[non_exhaustive]
pub enum CurveError {
    BeforeReference {
        queried: NaiveDate,
        reference: NaiveDate,
    },
    Malformed(&'static str),
    NonFinite {
        what: &'static str,
        at: Option<NaiveDate>,
    },
    InvertedDates {
        effective: NaiveDate,
        termination: NaiveDate,
    },
    NoFixedRate,
    NotASwapTemplate {
        family: &'static str,
    },
    UnknownIndex(Box<UnknownIndexError>),
    ParameterCountMismatch {
        expected: usize,
        given: usize,
    },
    NoSuchParameter {
        index: usize,
        count: usize,
    },
    ReferenceDateMismatch(Box<ReferenceDateMismatch>),
    NonPositiveRepoFactor {
        at: NaiveDate,
    },
}

A curve query that cannot be answered.

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.

BeforeReference

A query before the curve’s reference date. Discounting backwards is not an extrapolation choice; it is a caller error, so it is reported rather than clamped.

Fields

queried: NaiveDate

The date queried.

reference: NaiveDate

The curve’s reference date.

Malformed(&'static str)

A curve was built with no pillars, or with pillars out of order.

NonFinite

A quote that is NaN or infinite was supplied to a curve constructor. Positivity and monotonicity bounds cannot catch NaN — every comparison with it is false — so finiteness is its own check and its own error.

Fields

what: &'static str

What the quote was for: “discount factor”, “hazard rate”, …

at: Option<NaiveDate>

The pillar date the quote was supplied at, where the quote is dated.

InvertedDates

A date range whose start is not strictly before its end — a product built with its effective date on or after its termination. Left unchecked this would generate a descending schedule whose coupons carry negative accrual fractions and price to sign-flipped values.

Fields

effective: NaiveDate

The start of the range — a product’s effective date.

termination: NaiveDate

The end of the range — a product’s termination date.

NoFixedRate

A swap draft was built with no fixed rate stated: the one term a template cannot decide, and one this library never defaults to 0%.

NotASwapTemplate

A swap draft was asked of a template whose family builds no swap.

Fields

family: &'static str

The family’s name, as the template registry spells it.

UnknownIndex(Box<UnknownIndexError>)

A product build referenced a rate-index code the index registry does not know, or one no registered swap template covers.

Boxed: this is the one variant carrying heap-sized detail (the code and the whole registered list), and it is raised at build time only. Unboxed it was 48 bytes wide and made every Result<R, CurveError> on the discount-factor query path 48 bytes — six times the payload it carries on the way it is actually taken.

ParameterCountMismatch

A substituted lift was handed a parameter vector of the wrong length.

Fields

expected: usize

How many free parameters the curve has, counting every curve it reads.

given: usize

How many were supplied.

NoSuchParameter

A seeded lift named a parameter the curve does not have.

Fields

index: usize

The index asked for.

count: usize

How many free parameters the curve actually has, counting every curve it reads.

ReferenceDateMismatch(Box<ReferenceDateMismatch>)

A curve was bound to a market that is as of another date — the typed half of the reference-date invariant, raised by a checked binder.

Boxed for the reason UnknownIndex is: it carries a key, and it is raised at bind time only.

NonPositiveRepoFactor

A repo spread over its base left no positive accrual at a date: 1/P_base + s·τ ≤ 0, so the repo curve has no discount factor there. A deeply negative special read far out is how this arises.

Fields

at: NaiveDate

The date read.

Implementations

impl CurveError

pub fn is_caller_input(&self) -> bool

Whether the caller’s input was wrong — a curve built from bad pillars, a product dated backwards, an index nobody registered, a date before the curve begins — rather than a failure inside a lift.

Exhaustive, so a new variant does not compile until someone decides; a binding raises the first kind as the language’s own input error.

Trait Implementations

impl Clone for CurveError

fn clone(&self) -> CurveError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CurveError

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

Formats the value using the given formatter.

impl Display for CurveError

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

Formats the value using the given formatter.

impl Eq for CurveError

impl Error for CurveError

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<CurveError> for CalibrationError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<CurveError> for CashflowError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<CurveError> for LinkerQuoteError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<CurveError> for SpreadSolveError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<CurveError> for PricingError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<CurveError> for ScenarioError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl PartialEq for CurveError

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