FinQuant: Open-source (but experimental) rust library for quantitative financial market modelling.

Warning

FinQuant is an experimental project, currently incomplete and not fit for production.

Roadmaps (not set agenda yet)

1. Basic settings
   1. Calendar
   2. Day counts
   3. Schedule generator
2. Forex markets
   1. Pricer - we want to more than just BS. For example volatility should not be the key inputs but the surface should be.
      1. Forward
      2. Option
   2. Simulator
3. Interest rate markets
   1. Pricer
      1. Swap
      2. Cap/Floor
   2. Simulator