libitofin 0.52.1

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Standalone immutable numerical components from QuantLib's legacy models.
//!
//! These components do not provide calibration, a Libor market-model process,
//! pricing engines, integrated covariance or observable market-data inputs.

pub mod libormarketmodels;