Enum CrossCurrencyError 

#[non_exhaustive]
pub enum CrossCurrencyError {
    OwnCurvesNonDeliverable,
    ResettingNonDeliverable {
        template: String,
    },
    LegSettlement {
        template: String,
        leg: String,
        settlement: String,
    },
    TwoConvertingLegs {
        template: String,
    },
    Settlement {
        template: String,
        error: NonDeliverableError,
    },
    AccretionMode {
        template: String,
        currency: String,
    },
    MtmWithoutFxIndex {
        template: String,
    },
    Currency {
        template: String,
        code: String,
    },
    FxRate {
        template: String,
        fx_rate: f64,
    },
}

Why a cross-currency template cannot become a swap.

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.

OwnCurvesNonDeliverable

A non-deliverable swap put on its legs’ own curves: it settles in one currency, on that currency’s curve.

ResettingNonDeliverable

A non-deliverable template resets a notional: a resetting leg’s principal steps are set by forwards, not dated conversions of a known amount, and no market convention defines the combination.

Fields

template: String

The template’s name.

LegSettlement

A leg of a non-deliverable template neither pays in the settlement currency nor carries an FX source converting into it — or pays in it and carries one.

Fields

template: String

The template’s name.

leg: String

The leg’s currency.

settlement: String

The settlement currency.

TwoConvertingLegs

Both legs of a non-deliverable template convert: the both-legs-converting form, which reads two local curves under the settlement collateral where the pricing view holds one. Deferred, not omitted.

Fields

template: String

The template’s name.

Settlement

The reference leg refused its conversions.

Fields

template: String

The template’s name.

error: NonDeliverableError

Why.

AccretionMode

The template folds the spread into the daily compounding, which the leg builder does not do.

Fields

template: String

The template’s name.

currency: String

The leg’s currency.

MtmWithoutFxIndex

The template resets a notional but names no FX index to say which.

Fields

template: String

The template’s name.

Currency

A currency code on the template does not parse.

Fields

template: String

The template’s name.

code: String

The code as written.

FxRate

The agreed FX rate is zero, negative or not finite.

Fields

template: String

The template’s name.

fx_rate: f64

The rate as given.

Trait Implementations

impl Clone for CrossCurrencyError

fn clone(&self) -> CrossCurrencyError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CrossCurrencyError

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

Formats the value using the given formatter.

impl Display for CrossCurrencyError

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

Formats the value using the given formatter.

impl Error for CrossCurrencyError

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<CrossCurrencyError> for RungBuildError

fn from(e: CrossCurrencyError) -> Self

Converts to this type from the input type.

impl PartialEq for CrossCurrencyError

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