Enum CreditBumpError 

#[non_exhaustive]
pub enum CreditBumpError {
    Correlation {
        index: String,
        source: BaseCorrelationError,
    },
    Recovery {
        entity: String,
        value: f64,
    },
    Refit {
        entity: String,
        source: Box<CalibrationError>,
    },
    Pricing(PricingError),
}

Why a credit bump sensitivity could not be taken.

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.

Correlation

The bump takes a credit index’s base correlation outside [0, 1).

Fields

index: String

The credit index.

source: BaseCorrelationError

What the curve refused.

Recovery

The bump takes an entity’s market recovery outside [0, 1).

Fields

entity: String

The reference entity.

value: f64

The bumped recovery refused.

Refit

An entity’s survival ladder does not solve again at a bumped recovery with its quotes held.

Fields

entity: String

The reference entity.

source: Box<CalibrationError>

What the calibration refused.

Pricing(PricingError)

Revaluing the book under a bumped market failed.

Trait Implementations

impl Clone for CreditBumpError

fn clone(&self) -> CreditBumpError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CreditBumpError

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

Formats the value using the given formatter.

impl Display for CreditBumpError

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

Formats the value using the given formatter.

impl Error for CreditBumpError

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 CreditBumpError

fn from(e: PricingError) -> Self

Converts to this type from the input type.

impl PartialEq for CreditBumpError

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