Crate RustQuant

Source
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RustQuant: A Rust library for quantitative finance tools.

Copyright (C) 2022-2024 https://github.com/avhz

Dual licensed under Apache 2.0 and MIT.

See:

Contact me at: RustQuantContact@gmail.com

Any contributions are greatly appreciated. Make a PR or open an issue !

I’m particularly interested in hearing from people with strong experience in implementing quantitative software in a professional setting.

§Installation

In your Rust project’s root directory, simply run:

cargo add RustQuant

This will add the latest version to your project.

If you require a specific version, add the following to your Cargo.toml file:

[dependencies]
RustQuant = "*"

replacing "*" with the version number you require, such as "0.0.17".

Modules§

autodiff
The autodiff module.
cashflows
The cashflows module.
data
The data module.
error
The error module.
instruments
The instruments module.
iso
The iso module.
math
The math module.
ml
The ml module.
portfolios
The portfolios module.
prelude
The RustQuant prelude.
stochastics
The stochastics module.
time
The time module.
trading
The trading module.
utils
The utils module.