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RustQuant: A Rust library for quantitative finance.
Contact: rustquantcontact@gmail.com
Modules
Parent module containing: automatic differentation modules.
Parent module containing: bond pricing models.
Parent module containing: random variable distributions (PDFs, CDFs, CFs, etc).
Parent module containing: helper functions used throughout the library.
Parent module containing: mathematical and statistical tools.
Parent module containing: option pricers and sensitivity functions.
Parent module containing: Monte Carlo engines to simulate stochastic processes.
Parent module containing: bond pricing models.
Macros
Helper macro for tests to test floating point approximate equality.