Enum CreditError 

#[non_exhaustive]
pub enum CreditError {
    IndexFactor(f64),
    PoolNames,
    Tranche {
        attach: f64,
        detach: f64,
    },
    EmptyBasket,
    StartAfterMaturity(NaiveDate),
    DuplicateEntity(String),
    Rank {
        n: usize,
        basket: usize,
    },
    Correlation(f64),
    EventWeight {
        weight: f64,
        factor: f64,
    },
    AuctionRecovery(f64),
    RecoveryFloor(f64),
    DegreesOfFreedom(f64),
    DegreesOfFreedomPair,
    DegreesOfFreedomSource,
    Mark(String),
    EventOutsideProtection(NaiveDate),
}

A credit trade that cannot be built as specified.

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.

IndexFactor(f64)

An index factor outside (0, 1]: the remaining notional fraction of an index is a share of what was issued.

PoolNames

A finite pool of no names.

Tranche

Tranche bounds not satisfying 0 ≤ attach < detach ≤ 1.

Fields

attach: f64

The attachment point.

detach: f64

The detachment point.

EmptyBasket

A basket with no constituents.

StartAfterMaturity(NaiveDate)

A protection start on or after the contract’s maturity.

DuplicateEntity(String)

A constituent named twice.

Rank

A trigger rank outside 1..=k.

Fields

n: usize

The rank asked for.

basket: usize

The basket size.

Correlation(f64)

A correlation outside [0, 1).

EventWeight

A credit event’s weight that is not positive or exceeds the factor the index has left.

Fields

weight: f64

The defaulted name’s weight.

factor: f64

The factor the index had left.

AuctionRecovery(f64)

An auction recovery outside [0, 1].

RecoveryFloor(f64)

A stochastic-recovery floor outside [0, 1).

DegreesOfFreedom(f64)

A Student-t copula’s degree of freedom outside (2, ∞).

DegreesOfFreedomPair

A Student-t copula named by one degree of freedom without the other.

DegreesOfFreedomSource

A Student-t copula with one degree of freedom from the contract and the other from the market: the market marks the pair together.

Mark(String)

A spelling that names neither a number nor "Market".

EventOutsideProtection(NaiveDate)

A credit event outside the contract’s protection.

Trait Implementations

impl Clone for CreditError

fn clone(&self) -> CreditError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CreditError

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

Formats the value using the given formatter.

impl Display for CreditError

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

Formats the value using the given formatter.

impl Error for CreditError

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 CreditError

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