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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//! Credit term structures.
//!
//! Port of `ql/termstructures/defaulttermstructure.{hpp,cpp}` and the curves
//! under `ql/termstructures/credit/`. The
//! [`DefaultProbabilityTermStructure`](defaulttermstructure::DefaultProbabilityTermStructure)
//! trait is the contract every credit curve plugs into; the adapters and
//! concrete curves that build on it follow within EPIC Credit (#676).

pub mod defaultdensitystructure;
pub mod defaultprobabilityhelpers;
pub mod defaulttermstructure;
pub mod flathazardrate;
pub mod hazardratestructure;
pub mod interpolateddefaultdensitycurve;
pub mod interpolatedhazardratecurve;
pub mod interpolatedsurvivalprobabilitycurve;
pub mod piecewisedefaultcurve;
pub mod probabilitytraits;
pub mod survivalprobabilitystructure;