libitofin 0.5.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Cap/floor pricing engines.
//!
//! Port of `ql/pricingengines/capfloor/`: the Black-formula engine that prices
//! a [`CapFloor`](crate::instruments::CapFloor) optionlet by optionlet.

mod blackcapfloorengine;

pub use blackcapfloorengine::BlackCapFloorEngine;