Crate RustQuant

source ·
Expand description

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.
  • 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.
  • ml
    Parent module containing: machine learning functionality. This module relies on the nalgebra crate.
  • money
    Parent module containing all money related items. This includes currencies, cashflows, exchange rates, and money types, among other things.
  • statistics
    Parent module containing: all statistics related items.
  • 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