libitofin 0.6.1

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Concrete short-rate calibration helpers.
//!
//! Port of `ql/models/shortrate/calibrationhelpers/`. Each helper is a
//! [`BlackCalibrationHelper`](crate::models::calibrationhelper::BlackCalibrationHelper)
//! that compares a market price (implied by a quoted volatility) against the
//! price a short-rate model produces, so a calibration cost function can drive
//! the model onto the market.

pub mod caphelper;
pub mod swaptionhelper;

pub use caphelper::CapHelper;
pub use swaptionhelper::SwaptionHelper;