libitofin 0.35.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Forward-product pricing engines.

mod replicatingvarianceswapengine;
mod varianceswapstrip;

pub use replicatingvarianceswapengine::ReplicatingVarianceSwapEngine;
pub use varianceswapstrip::MAX_VARIANCE_SWAP_STRIKES;

#[cfg(test)]
pub(crate) mod test_market;
#[cfg(test)]
mod variance_native_cases;
#[cfg(test)]
mod variance_native_tests;
#[cfg(test)]
mod variance_native_weights;
#[cfg(test)]
mod variance_numerical_tests;
#[cfg(test)]
mod variance_strip_tests;