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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//! Monte Carlo building blocks.
//!
//! Port of `ql/methods/montecarlo/`. This foundation ticket lands the weighted
//! [`Sample`]; the path generators, path pricers, and Monte Carlo model stack
//! stack on top in later tickets.

mod brownianbridge;
mod earlyexercisepathpricer;
pub mod gjr_paths;
mod longstaffschwartzpathpricer;
mod lsmbasissystem;
mod mcsimulation;
mod mctraits;
pub mod merton_paths;
mod montecarlomodel;
mod multipath;
mod multipathgenerator;
pub mod ou_paths;
mod path;
mod pathgen;
mod pathgenerator;
mod sample;
pub mod simulation_kernel;

pub use brownianbridge::BrownianBridge;
pub use earlyexercisepathpricer::EarlyExercisePathPricer;
pub use longstaffschwartzpathpricer::LongstaffSchwartzPathPricer;
pub use lsmbasissystem::{LsmBasisSystem, PolynomialType};
pub use mcsimulation::{DEFAULT_MIN_SAMPLES, McSimulation};
pub use mctraits::{McTraits, MultiVariate, SingleVariate};
pub use montecarlomodel::{ControlVariate, MonteCarloModel, PathPricer};
pub use multipath::MultiPath;
pub use multipathgenerator::MultiPathGenerator;
pub use path::Path;
pub use pathgen::PathGen;
pub use pathgenerator::PathGenerator;
pub use sample::Sample;