Enum SwaptionError 

#[non_exhaustive]
pub enum SwaptionError {
    EmptyFixedLeg,
    NonFiniteStrike,
    ExpiryNotBeforeMaturity {
        expiry: NaiveDate,
        maturity: NaiveDate,
    },
    NoExerciseDates,
    ExerciseDatesNotAscending,
    MixedFixedRates,
}

A swaption that cannot be built.

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.

EmptyFixedLeg

The underlying’s fixed leg has no coupon to write an option on.

NonFiniteStrike

The strike is not a finite number.

ExpiryNotBeforeMaturity

The option expires on or after the underlying’s last fixed payment.

Fields

expiry: NaiveDate

The expiry supplied.

maturity: NaiveDate

The underlying’s last fixed payment date.

NoExerciseDates

A Bermudan needs at least one exercise date.

ExerciseDatesNotAscending

The exercise dates are not strictly ascending.

MixedFixedRates

A callable swap’s fixed coupons do not share one rate, so no single strike cancels it.

Trait Implementations

impl Clone for SwaptionError

fn clone(&self) -> SwaptionError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SwaptionError

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

Formats the value using the given formatter.

impl Display for SwaptionError

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

Formats the value using the given formatter.

impl Error for SwaptionError

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 SwaptionError

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