libitofin 0.3.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
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//! Financial instruments.
//!
//! Port of `ql/instruments/`: the payoff subset and the vanilla-option
//! instruments needed by the European-option slice.

mod oneassetoption;
mod payoffs;

pub use oneassetoption::{
    EuropeanOption, Greeks, MoreGreeks, OneAssetOption, OneAssetOptionEngine,
    OneAssetOptionResults, OptionArguments, VanillaOption,
};
pub use payoffs::{PlainVanillaPayoff, StrikedTypePayoff, TypePayoff};