Enum ScenarioError 

#[non_exhaustive]
pub enum ScenarioError {
    UnsupportedSelector {
        selector: String,
    },
    TriangulatedCurve {
        selector: String,
        sources: Vec<String>,
    },
    UnsupportedShape {
        selector: String,
        shape: &'static str,
    },
    UnquotedPair {
        pair: CurrencyPair,
    },
    NonPositiveVol {
        selector: String,
        shift: f64,
    },
    UnsupportedShiftType {
        selector: String,
        shift_type: ShiftType,
    },
    NonPositiveSpot {
        selector: String,
        shift: f64,
    },
    UnquotedFuture {
        selector: String,
    },
    NonPositivePrice {
        selector: String,
        shift: f64,
    },
    NoQuotes {
        selector: String,
    },
    Refit {
        selector: String,
        source: Box<CalibrationError>,
    },
    CreditModel {
        selector: String,
        source: CreditError,
    },
    Curve(CurveError),
    Pricing(PricingError),
}

Why a scenario cannot be applied to a market.

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.

UnsupportedSelector

The leg selects an input kind no shock transform reaches.

Fields

selector: String

The selector as written.

TriangulatedCurve

The leg names a triangulated discount key, which holds nothing to move: it is composed from its sources, and moves when they do.

Fields

selector: String

The selector as written.

sources: Vec<String>

The base, numerator and denominator keys it is composed from.

UnsupportedShape

The selected family cannot carry the shape the leg asks for.

Fields

selector: String

The selector as written.

shape: &'static str

The shape as written.

UnquotedPair

An FX leg names a pair the market quotes in neither direction — a cross it only derives, which cannot move alone without breaking the triangulation it is derived by.

Fields

pair: CurrencyPair

The pair as written.

NonPositiveVol

A vol leg takes a node to zero or below.

Fields

selector: String

The selector as written.

shift: f64

The leg’s amount as written: the parallel move, the slope’s level, the bucket’s move.

UnsupportedShiftType

The selected input cannot move the way the leg’s shift type asks: a curve relatively, or an FX spot absolutely.

Fields

selector: String

The selector as written.

shift_type: ShiftType

The shift type asked for.

NonPositiveSpot

An FX leg moves a spot by −100% or more.

Fields

selector: String

The selector as written.

shift: f64

The relative move asked for.

UnquotedFuture

A futures price leg names a contract the market quotes no price for.

Fields

selector: String

The selector as written.

NonPositivePrice

A futures price leg takes a price to zero or below.

Fields

selector: String

The selector as written.

shift: f64

The move asked for.

NoQuotes

A quote leg names a curve pinned with no ladder — a bare curve, a fitted or jointly solved one, or one re-pinned bare — so it has no quotes to move. Its hazards move under credit(ENTITY), a rate curve’s zero rates under its own curve id, instead.

Fields

selector: String

The selector as written.

Refit

A curve’s ladder does not solve again at the quotes a leg moved it to, or holds a rung that cannot be re-struck at a quote.

Fields

selector: String

The selector as written.

source: Box<CalibrationError>

What the calibration refused.

CreditModel

A tranche model input a leg moved out of its range — a recovery floor outside [0, 1), a degree of freedom not in (2, ∞).

Fields

selector: String

The selector as written.

source: CreditError

What the market refused.

Curve(CurveError)

A shock curve could not be built.

Pricing(PricingError)

The shocked market could not be valued.

Trait Implementations

impl Clone for ScenarioError

fn clone(&self) -> ScenarioError

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ScenarioError

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

Formats the value using the given formatter.

impl Display for ScenarioError

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

Formats the value using the given formatter.

impl Error for ScenarioError

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<CurveError> for ScenarioError

fn from(e: CurveError) -> Self

Converts to this type from the input type.

impl From<PricingError> for ScenarioError

fn from(e: PricingError) -> Self

Converts to this type from the input type.

impl PartialEq for ScenarioError

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