libitofin 0.7.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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//! Overnight-rate averaging conventions.
//!
//! Port of `ql/cashflows/rateaveraging.hpp`. An overnight coupon either
//! compounds its daily fixings ([`Compound`](RateAveraging::Compound), the
//! default) or averages them arithmetically ([`Simple`](RateAveraging::Simple)).

/// How the daily overnight fixings of a coupon are combined.
#[derive(Clone, Copy, PartialEq, Eq, Debug)]
pub enum RateAveraging {
    /// Arithmetic average of the daily fixings.
    Simple,
    /// Daily compounding of the fixings (the coupon default).
    Compound,
}