libitofin 0.41.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
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//! Cap/floor engines: Black, Bachelier and concrete Hull-White analytic/lattice pricing.

mod analyticcapfloorengine;
mod bacheliercapfloorengine;
mod blackcapfloorengine;
mod discretizedcapfloor;
mod treecapfloorengine;

pub use analyticcapfloorengine::AnalyticCapFloorEngine;
pub use bacheliercapfloorengine::BachelierCapFloorEngine;
pub use blackcapfloorengine::BlackCapFloorEngine;
pub use discretizedcapfloor::DiscretizedCapFloor;
pub use treecapfloorengine::TreeCapFloorEngine;