libitofin 0.32.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Equity models.
//!
//! Port of `ql/models/equity/`: the Heston stochastic-volatility
//! [`CalibratedModel`](crate::models::CalibratedModel).

pub mod batesmodel;
pub mod hestonmodel;
pub mod hestonmodelhelper;

pub use batesmodel::BatesModel;
pub use hestonmodel::{FellerConstraint, HestonModel};
pub use hestonmodelhelper::HestonModelHelper;