Crate RustQuant

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:

• LICENSE-APACHE.md
• LICENSE-MIT.md

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.