libitofin 0.48.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Instantaneous volatility, correlation and covariance for forward-rate rows.
//!
//! Inputs and arithmetic are checked, unlike the unchecked fork queries. Models
//! are immutable and preserve input row order; no mutable calibration arguments
//! or stochastic-process integration are provided.

pub mod lfmcovarproxy;
pub mod lmexpcorrmodel;
pub mod lmlinexpvolmodel;

pub use lfmcovarproxy::LfmCovarianceProxy;
pub use lmexpcorrmodel::LmExponentialCorrelationModel;
pub use lmlinexpvolmodel::LmLinearExponentialVolatilityModel;