libitofin-0.52.1
Platform
- x86_64-unknown-linux-gnu
Feature flags

docs.rs

Rust

libitofin 0.52.1

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.

Crate
Source
Builds
Feature flags

..
american_option_fd.rs
bates_option.rs
convergence_statistics.rs
credit_cds.rs
differential_evolution.rs
discrepancy_statistics.rs
european_option.rs
fd_binding_oracle.rs
firefly.rs
geometric_brownian.rs
gjr_paths.rs
gjr_pricing.rs
hybrid_simulated_annealing.rs
inflation_swap.rs
isda_cds.rs
mc_variance_swap.rs
monte_carlo.rs
particle_swarm.rs
sequence_statistics.rs
vanilla_swap.rs
variance_swap.rs
yield_curve.rs
yoy_inflation_capfloor.rs