Expand description
§Quant finance functionality for Rust with FFIs to C/C++, C#, Python and WASM
Modules§
- curve
- derivatives
- errors
- ffi
- FFI specific functionality to define the struct function interfaces in Python and WASM
- fixed_
income - indicators
- interest
- Compound interest etc
- portfolio
- price
- risk
- Calculating risk for a given asset or portfolio using Value at Risk,
var - stats
- util