Expand description
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 RustQuantThis 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
autodiffmodule. - cashflows
- The
cashflowsmodule. - data
- The
datamodule. - error
- The
errormodule. - instruments
- The
instrumentsmodule. - iso
- The
isomodule. - math
- The
mathmodule. - ml
- The
mlmodule. - portfolios
- The
portfoliosmodule. - prelude
- The RustQuant prelude.
- stochastics
- The
stochasticsmodule. - time
- The
timemodule. - trading
- The
tradingmodule. - utils
- The
utilsmodule.