libitofin 0.3.0

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
9
10
11
12
13
14
15
16
17
18
19
20
21
22

//! Concrete cash flows.
//!
//! Port of `ql/cashflows/`, built on the [`CashFlow`](crate::cashflow::CashFlow)
//! base. The items are re-exported flat, so a coupon is `cashflows::Coupon`
//! rather than `cashflows::coupon::Coupon`.

#[allow(clippy::module_inception)]
mod cashflows;
mod coupon;
mod dividend;
mod duration;
mod fixedratecoupon;
mod fixedrateleg;
mod simplecashflow;

pub use cashflows::CashFlows;
pub use coupon::{Coupon, CouponBase};
pub use dividend::{Dividend, FixedDividend, FractionalDividend, dividend_vector};
pub use duration::Duration;
pub use fixedratecoupon::FixedRateCoupon;
pub use fixedrateleg::FixedRateLeg;
pub use simplecashflow::{AmortizingPayment, Redemption, SimpleCashFlow};