Enum SpreadSolveError 

#[non_exhaustive]
pub enum SpreadSolveError {
    Unbracketed {
        lo: f64,
        hi: f64,
    },
    Unconverged {
        residual: f64,
        iterations: usize,
    },
    Curve(CurveError),
}

Why a spread could not be implied from a price.

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.

Unbracketed

No spread in the searched bracket reprices the quote.

Fields

lo: f64

The lowest spread tried.

hi: f64

The highest spread tried.

Unconverged

The iteration cap was reached with this price residual outstanding.

Fields

residual: f64

P(s) − quote at the last iterate, per 100 face.

iterations: usize

The iterations spent.

Curve(CurveError)

A curve query failed — a flow before the curve’s reference date, or a non-finite parameter.

Implementations

impl SpreadSolveError

pub fn is_unsolved(&self) -> bool

Whether the solve found no spread — none in the bracket, or none within the iteration cap — rather than a curve query failing. Exhaustive.

Trait Implementations

impl Clone for SpreadSolveError

fn clone(&self) -> SpreadSolveError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SpreadSolveError

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

Formats the value using the given formatter.

impl Display for SpreadSolveError

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

Formats the value using the given formatter.

impl Error for SpreadSolveError

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 SpreadSolveError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl PartialEq for SpreadSolveError

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