Module RustQuant::math

Parent module containing: mathematical and statistical tools.

Re-exports

pub use crate::math::characteristic_functions::*;

pub use crate::math::interpolation::*;

pub use crate::math::newton_raphson::*;

pub use crate::math::normal_distribution::*;

pub use crate::math::risk_reward::*;

Modules

characteristic_functions

Submodule of math: implements characteristic functions of common distributions.

interpolation

Submodule of math: implements interpolation solvers.

newton_raphson

Submodule of math: implements Newton-Raphson method.

normal_distribution

Submodule of math: implements normal distribution functions.

risk_reward

Submodule of math: implements simple risk/reward functions.