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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//! Cap/floor pricing engines.
//!
//! Port of `ql/pricingengines/capfloor/`: the Black-formula engine that prices
//! a [`CapFloor`](crate::instruments::CapFloor) optionlet by optionlet, and the
//! analytic Hull-White engine that prices it as a portfolio of discount-bond
//! options.

mod analyticcapfloorengine;
mod blackcapfloorengine;

pub use analyticcapfloorengine::AnalyticCapFloorEngine;
pub use blackcapfloorengine::BlackCapFloorEngine;