Crate RustQuant

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RustQuant: A Rust library for quantitative finance.

Contact: rustquantcontact@gmail.com

This library is a work in progress. Any contributions are greatly appreciated.

Re-exports

Modules

  • autodiff
    Parent module containing: automatic differentation modules.
  • bonds
    Parent module containing: bond pricing models.
  • currencies
    Parent module containing: global currencies.
  • data
    Parent module containing: data reading and writing utilities.
  • distributions
    Parent module containing: random variable distributions (PDFs, CDFs, CFs, etc).
  • error
    Module containing the RustQuant Error type.
  • instruments
    Parent module defining base traits for financial instruments. Also contains all instrument modules.
  • math
    Parent module containing: mathematical and statistical tools.
  • options
    Parent module containing: option pricers and sensitivity functions.
  • stochastics
    Parent module containing: Monte Carlo engines to simulate stochastic processes.
  • time
    Parent module containing: time and date functionality.
  • trading
    Parent module containing: bond pricing models.
  • utilities
    Parent module containing: helper functions used throughout the library.

Macros