Enum ModelError 

#[non_exhaustive]
pub enum ModelError {
    NotLognormal {
        forward: f64,
        strike: f64,
    },
    CriticalPriceUnsolved,
}

A model that cannot price the inputs it was given.

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.

NotLognormal

A lognormal model was asked for a non-positive forward or strike.

Not a degenerate case with an obvious answer: ln(F/K) is undefined here, and intrinsic value is a different model’s answer rather than this one’s. Reported so a caller reaches for bachelier, which is defined on the whole line, instead of pricing through a fabrication.

Fields

forward: f64

The forward that has no lognormal price.

strike: f64

The strike it was struck against.

CriticalPriceUnsolved

The Barone-Adesi–Whaley critical price did not solve: the early-exercise boundary could not be bracketed or did not converge.

Trait Implementations

impl Clone for ModelError

fn clone(&self) -> ModelError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for ModelError

impl Debug for ModelError

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

Formats the value using the given formatter.

impl Display for ModelError

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

Formats the value using the given formatter.

impl Error for ModelError

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 ModelError

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