libitofin 0.49.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
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//! Bond pricing helpers.
//!
//! Port of `ql/pricingengines/bond/`: the free-function analytics a [`Bond`]
//! is priced through.
//!
//! [`Bond`]: crate::instruments::Bond

mod blackcallablebondengine;
mod bondfunctions;
mod discountingbondengine;
mod discretizedcallablebond;
mod treecallablebondengine;

pub use blackcallablebondengine::{BlackCallableBondArguments, BlackCallableFixedRateBondEngine};
pub use bondfunctions::BondFunctions;
pub use discountingbondengine::DiscountingBondEngine;
pub use discretizedcallablebond::DiscretizedCallableFixedRateBond;
pub use treecallablebondengine::TreeCallableFixedRateBondEngine;