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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//! Swap pricing engines.
//!
//! Port of `ql/pricingengines/swap/`: the engines a [`Swap`] is priced through.
//!
//! [`Swap`]: crate::instruments::Swap

mod discountingswapengine;

pub use discountingswapengine::DiscountingSwapEngine;