RustyQLib 0.0.3

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation
pub mod aad;
pub mod calendar;
pub mod curves;
pub mod depth;
pub mod errors;
pub mod results;
pub mod daycount;
pub mod fd_solvers;
pub mod lattice;
pub mod linalg;
pub mod market;
pub mod montecarlo;
pub mod optimization;
pub mod solvers;
pub mod serialization;
pub mod vols;
pub mod interpolation;
pub mod termstructure;
pub mod quotes;
pub mod traits;
pub mod trade;
pub mod utils;
pub mod data_models;