libitofin 0.18.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Named concrete Ibor indexes.
//!
//! Port of `ql/indexes/ibor/`. The concrete named [`IborIndex`] family lands
//! here, starting with [`Euribor`], plus the named [`OvernightIndex`]
//! concretes [`Eonia`], [`Sofr`], and [`Estr`], and [`CustomIborIndex`], the
//! three-calendar variant. Items are re-exported flat, so
//! the index is `indexes::ibor::Euribor` rather than
//! `indexes::ibor::euribor::Euribor`.
//!
//! [`IborIndex`]: crate::indexes::iborindex::IborIndex
//! [`OvernightIndex`]: crate::indexes::iborindex::OvernightIndex

pub mod custom;
pub mod eonia;
pub mod estr;
pub mod euribor;
pub mod eurlibor;
pub mod gbplibor;
pub mod jpylibor;
pub mod libor;
pub mod sofr;
pub mod usdlibor;

pub use custom::CustomIborIndex;
pub use eonia::Eonia;
pub use estr::Estr;
pub use euribor::Euribor;
pub use eurlibor::EurLibor;
pub use gbplibor::GbpLibor;
pub use jpylibor::JpyLibor;
pub use libor::Libor;
pub use sofr::Sofr;
pub use usdlibor::UsdLibor;