fin-primitives 2.14.1

Checked building blocks for Rust trading code: exact decimal price and quantity types, a level-2 order book, ticks to OHLCV candles, 700+ streaming indicators, Black-Scholes Greeks, a position ledger and risk limits.
Documentation
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//! Credit analytics module.
//!
//! Provides credit default swap pricing with hazard rate models.

pub mod cds;

pub use cds::{
    CdsSpec, CdsValuation, HazardCurve,
    cds_cs01, cds_npv, par_spread, premium_leg_pv, protection_leg_pv,
};