RustyQLib 0.0.3

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation 
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{"contracts" : [
{
"action":"PV",
"pricer":"Analytical",
"asset":"IR",
"rate_data":{
    "instrument": "Deposit",
    "currency": "USD",
    "start_date": "0M",
    "maturity_date":"1M",
    "valuation_date": "0M",
    "notional": 1000000,
    "fix_rate": 0.055,
    "day_count": "A360",
    "business_day_adjustment": 0
}
},
{
"action":"PV",
"pricer":"Analytical",
"asset":"IR",
"rate_data":{
    "instrument": "Deposit",
    "currency": "USD",
    "start_date": "0M",
    "maturity_date":"3M",
    "valuation_date": "0M",
    "notional": 1000000,
    "fix_rate": 0.05,
    "day_count": "A360",
    "business_day_adjustment": 0
}
},
{
    "action":"PV",
    "pricer":"Analytical",
    "asset":"IR",
    "rate_data":{
        "instrument": "FRA",
        "currency": "USD",
        "start_date": "3M",
        "maturity_date":"6M",
        "valuation_date": "0M",
        "notional": 1000000,
        "fix_rate": 0.06,
        "day_count": "A360",
        "business_day_adjustment": 0
    }
},
{
    "action":"PV",
    "pricer":"Analytical",
    "asset":"IR",
    "rate_data":{
        "instrument": "FRA",
        "currency": "USD",
        "start_date": "6M",
        "maturity_date":"9M",
        "valuation_date": "0M",
        "notional": 1000000,
        "fix_rate": 0.065,
        "day_count": "A360",
        "business_day_adjustment": 0
    }
}     
]
}