Crate convex_math 

Convex Math

Mathematical utilities for the Convex fixed income analytics library.

This crate provides:

• Solvers: Root-finding algorithms (Newton-Raphson, Brent, Bisection)
• Optimization: Function optimization (Levenberg-Marquardt, BFGS)
• Linear Algebra: Matrix operations and decompositions
• Interpolation: Numerical interpolation methods
• Extrapolation: Curve extrapolation (Flat, Linear, Smith-Wilson)

Design Philosophy

• Performance First: Optimized for financial calculations
• Numerical Stability: Careful handling of edge cases
• Generic: Works with f64 and Decimal where appropriate

Re-exports

pub use error::MathError;

pub use error::MathResult;

Modules

error

Error types for mathematical operations.

extrapolation

Extrapolation methods for yield curves.

interpolation

Interpolation methods for yield curve construction.

linear_algebra

Linear algebra utilities.

optimization

Optimization algorithms.

prelude

Prelude module for convenient imports.

solvers

Root-finding algorithms.