Enum RiskError 

#[non_exhaustive]
pub enum RiskError {
    NonDifferentiable {
        curve: CurveId,
        reason: &'static str,
    },
    Unlifted {
        input: MarketInputId,
    },
    NoLadder {
        curve: CurveId,
    },
    NoLadderRow {
        input: MarketInputId,
    },
    LadderTooShort {
        curve: CurveId,
        node_index: usize,
        rows: usize,
    },
    NoSabrFit {
        surface: VolSurfaceId,
    },
    NoValuationDate,
    BucketEdges {
        edge: Option<Period>,
    },
    NotInOnePass {
        measure: &'static str,
        method: &'static str,
    },
    Pricing(PricingError),
}

A risk pass that cannot report what it was asked for.

Every arm names the input it is about. None of them is a zero: a sensitivity that cannot be computed correctly is reported as absent, never as 0.0, because a zero is indistinguishable from a genuine insensitivity and a desk reading one would hedge nothing.

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.

NonDifferentiable

A curve’s interpolation cannot record correct first-order adjoints, so no amount of registering would make its ladder trustworthy. Carries the reason, which names the remedy.

Fields

curve: CurveId

The curve that cannot report.

reason: &'static str

Why, from the scheme itself.

Unlifted

A market input reached the read-back unregistered, so it would contribute a silent zero. Distinct from NonDifferentiable on purpose: this input could report and was not lifted, where that one cannot report at all.

Fields

input: MarketInputId

The input that was never registered.

NoLadder

A par-basis measure reached a curve pinned without the ladder that calibrated it, so there is no ∂z/∂q to flip its pillars through.

A hand-pinned curve, or one a scenario shocked — the shock re-pins bare, because the original ladder does not reprice the shocked curve. Reporting a partial ladder over the curves that do carry one would be a par number that silently omits part of the book’s exposure.

Fields

curve: CurveId

The curve pinned without a ladder.

NoLadderRow

A market input that belongs to no row of any ladder: a step curve’s meeting or turn pillar, which carries no position in a parameter vector, or an input that names no curve at all.

The calibration path produces no step curves, so this names an input a par basis was never able to describe rather than one it lost track of.

Fields

input: MarketInputId

The input with no row.

LadderTooShort

A ladder shorter than the pillar asking for a row.

Pinning checks the two counts agree, so reaching this means a ladder and a curve came apart after they were pinned together.

Fields

curve: CurveId

The curve whose ladder is short.

node_index: usize

The row asked for.

rows: usize

The rows the ladder has.

NoSabrFit

A par-basis measure reached a SABR surface pinned from parameters rather than fitted, so there are no grid quotes to map its nodes onto.

Fields

surface: VolSurfaceId

The surface pinned without a fit.

NoValuationDate

A tenor-bucketed reading with no date to measure tenors from — a market holding no curve at all.

BucketEdges

Bucket edges that are not a rising run of month, year, week or day tenors past zero, so they would leave a bucket empty by construction or put a date in two; or no edges at all.

Fields

edge: Option<Period>

The edge that breaks the run, or None for no edges.

NotInOnePass

A measure asked of a report that no single risk pass produces — a bumped revaluation or a model read-through — so the report refuses it before taking the pass rather than quietly taking several.

Fields

measure: &'static str

The measure, by its catalogue name.

method: &'static str

The method that does compute it.

Pricing(PricingError)

The valuation itself failed, so there is nothing to attribute.

Implementations

impl RiskError

pub fn lacks_ladder(&self) -> bool

Whether a par basis was asked of an input no calibration ladder has a row for — a curve pinned without its ladder, a SABR surface pinned without its fit, or an input no ladder describes — so the caller’s fallback is the zero-rate reading.

Exhaustive, so a new variant does not compile until someone decides.

Trait Implementations

impl Clone for RiskError

fn clone(&self) -> RiskError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskError

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

Formats the value using the given formatter.

impl Display for RiskError

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

Formats the value using the given formatter.

impl Error for RiskError

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<PricingError> for RiskError

fn from(e: PricingError) -> Self

Converts to this type from the input type.

impl From<RiskError> for PnlError

fn from(e: RiskError) -> Self

Converts to this type from the input type.

impl PartialEq for RiskError

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