libitofin 0.11.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
1
2
3
4
5
6
7
8
//! Numerical methods (L9).
//!
//! Port of `ql/methods/`. The Monte Carlo tree lands first; the lattice and
//! finite-difference method families follow in later epics.

pub mod finitedifferences;
pub mod lattices;
pub mod montecarlo;