libitofin 0.9.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
1
2
3
4
5
6
7
8
//! Credit pricing engines.
//!
//! Port of `ql/pricingengines/credit/`: the engines that price the credit
//! instruments of EPIC Credit (#676) over a default-probability curve.

pub mod midpointcdsengine;

pub use midpointcdsengine::MidPointCdsEngine;