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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//! Risk analytics over the live instrument graph.
//!
//! Home of [`sensitivity`], the bump-and-reprice PV01 helpers.

pub mod sensitivity;

pub use sensitivity::{
    DEFAULT_SHIFT, ParameterDerivatives, Rows, SensitivityAnalysis, aggregate_npv, bucket_analysis,
    bucket_analysis_matrix, bucket_analysis_vector, parallel_analysis, parameter_sensitivity,
    parameter_sensitivity_vector,
};