libitofin 0.9.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
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//! Time-stepping schemes for the finite-difference solver.
//!
//! Port of `ql/methods/finitedifferences/schemes/`. The boundary-condition
//! helper the schemes all hold landed first; #657 adds the [`Scheme`] contract
//! they meet and the two schemes the backward solver of #658 drives.

mod boundaryconditionschemehelper;
mod douglasscheme;
mod impliciteulerscheme;
mod scheme;
#[cfg(test)]
pub(crate) mod testops;

pub use boundaryconditionschemehelper::BoundaryConditionSchemeHelper;
pub use douglasscheme::DouglasScheme;
pub use impliciteulerscheme::ImplicitEulerScheme;
pub use scheme::Scheme;