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Hull White
This library implements functions that price fixed income products assuming that short rates follow a Hull-White process.
Documentation
The Documentation holds the model documentation for the various pricing functions and assumptions. Library (API) documentation is available at docs.rs
Requirements
The documentation is written in R Sweave. The application is written in Rust.
Install
Add the following package to your Cargo.toml:
hull_white = "0.3.3"