Enum FitError 

#[non_exhaustive]
pub enum FitError {
    Underdetermined {
        bonds: usize,
        parameters: usize,
    },
    NoConvergence {
        residual: f64,
        iterations: usize,
    },
    Singular,
    Curve(CurveError),
    Yield(YieldSolveError),
    Invalid {
        at: NaiveDate,
        basis: usize,
    },
}

Why a fit produced no curve.

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.

Underdetermined

Fewer bonds than parameters: the problem is underdetermined and a fit would be arbitrary rather than smooth.

Fields

bonds: usize

Bonds supplied.

parameters: usize

Parameters the form carries.

NoConvergence

The solve did not converge.

Fields

residual: f64

The weighted residual norm still outstanding.

iterations: usize

Iterations spent.

Singular

No damping made the normal equations invertible.

Curve(CurveError)

A curve query failed during the fit.

Yield(YieldSolveError)

A bond’s own street yield could not be taken, so its weight or its misfit could not be computed.

Invalid

The fitted curve’s discount factors are not positive and decreasing across the horizon.

Only the exponential-splines form can produce this: the other two are positive decreasing by construction. The date is where the curve first misbehaves, which is what a caller needs to judge the remedy.

Fields

at: NaiveDate

The first date at which the fitted curve is not a discount curve.

basis: usize

How many basis functions were asked for.

Implementations

impl FitError

pub fn is_unconverged(&self) -> bool

Whether the fit ran out of iterations, as CalibrationError::is_unconverged asks of a ladder. Exhaustive.

Trait Implementations

impl Clone for FitError

fn clone(&self) -> FitError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FitError

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

Formats the value using the given formatter.

impl Display for FitError

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

Formats the value using the given formatter.

impl Error for FitError

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 FitError

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