Enum BookPnlError 

#[non_exhaustive]
pub enum BookPnlError {
    AcrossDays {
        from: NaiveDate,
        to: NaiveDate,
    },
    Backward {
        from: NaiveDate,
        to: NaiveDate,
    },
    NothingToRoll {
        as_of: NaiveDate,
    },
    Pricing(PricingError),
    Snapshot(SnapshotError),
    Pnl(PnlError),
}

A book’s P&L that could not be produced.

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.

AcrossDays

The two dates differ, for a P&L that is only taken within one day: the prediction and the reset P&L. Book::explain_pnl takes the cash and carry/roll legs across days.

Fields

from: NaiveDate

The starting date.

to: NaiveDate

The ending date.

Backward

The ending date is before the starting one.

Fields

from: NaiveDate

The starting date.

to: NaiveDate

The ending date.

NothingToRoll

The snapshot at the starting date was not fetched, so there are no quotes to rebuild at the ending date for the carry leg.

Fields

as_of: NaiveDate

The starting date.

Pricing(PricingError)

The book’s market holds no snapshot at the starting date.

Snapshot(SnapshotError)

The fetch of the ending snapshot failed.

Pnl(PnlError)

The attribution itself failed.

Trait Implementations

impl Clone for BookPnlError

fn clone(&self) -> BookPnlError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookPnlError

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

Formats the value using the given formatter.

impl Display for BookPnlError

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

Formats the value using the given formatter.

impl Error for BookPnlError

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<PnlError> for BookPnlError

fn from(e: PnlError) -> Self

Converts to this type from the input type.

impl From<PricingError> for BookPnlError

fn from(e: PricingError) -> Self

Converts to this type from the input type.

impl From<SnapshotError> for BookPnlError

fn from(e: SnapshotError) -> Self

Converts to this type from the input type.