Enum FxVolError 

#[non_exhaustive]
pub enum FxVolError {
    Malformed(&'static str),
    Empty,
    UnknownQuote(String),
    UnreachableDelta {
        delta: f64,
    },
    NodeStrikesNotOrdered,
    DeltaLabelDidNotConverge {
        delta: f64,
    },
    ParameterCountMismatch {
        expected: usize,
        given: usize,
    },
}

A surface that cannot be built or cannot answer.

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.

Malformed(&'static str)

No nodes, a delta outside (0, 1), a non-positive vol, a repeated quote, smiles that do not quote the same deltas, or unsorted / duplicate expiries.

Empty

No smile for the pair at any expiry.

UnknownQuote(String)

A quote spelling that is not ATM, a put <pct>P or a call <pct>C at a delta in (0, 1), or a quote the surface does not carry.

UnreachableDelta

A quoted delta no strike reaches under the convention.

Fields

delta: f64

The signed delta asked for.

NodeStrikesNotOrdered

The node strikes a smile resolved to are not strictly increasing, so the smile cannot be read in strike space.

DeltaLabelDidNotConverge

A delta label did not settle on a strike against the smile.

Fields

delta: f64

The signed delta asked for.

ParameterCountMismatch

A substituted view was handed the wrong number of parameters.

Fields

expected: usize

How many the surface has.

given: usize

How many were supplied.

Trait Implementations

impl Clone for FxVolError

fn clone(&self) -> FxVolError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FxVolError

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

Formats the value using the given formatter.

impl Display for FxVolError

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

Formats the value using the given formatter.

impl Error for FxVolError

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<FxVolError> for MarketDataError

fn from(e: FxVolError) -> Self

Converts to this type from the input type.

impl PartialEq for FxVolError

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