libitofin 0.14.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation
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//! Helpers built on top of the finite-difference grid.
//!
//! Port of `ql/methods/finitedifferences/utilities/`.

mod fdmboundaryconditionset;
mod fdminnervaluecalculator;
mod fdmmesherintegral;

pub use fdmboundaryconditionset::FdmBoundaryConditionSet;
pub use fdminnervaluecalculator::{
    FdmCellAveragingInnerValue, FdmInnerValueCalculator, GridMapping, fdm_log_inner_value,
};
pub use fdmmesherintegral::FdmMesherIntegral;