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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//! Interest-rate models.
//!
//! Port of `ql/models/`. This foundation covers the closed-form short-rate
//! affine spine: [`Parameter`] arguments, the [`CalibratedModel`] holder that
//! stores them and broadcasts changes, and the affine `discountBond` payoff (in
//! [`shortrate`]). Calibration, the numerical tree/lattice and the short-rate
//! dynamics are deferred to later tickets; each deferral is noted at the type it
//! belongs to.

pub mod calibrationhelper;
pub mod equity;
pub mod model;
pub mod parameter;
pub mod shortrate;

pub use calibrationhelper::{
    BlackCalibrationHelper, BlackCalibrationHelperBase, CalibrationErrorType, CalibrationHelper,
};
pub use equity::{FellerConstraint, HestonModel};
pub use model::{
    CalibratedModel, CalibratedModelHolder, PrivateConstraint, TermStructureConsistentModel,
    calibrate, calibration_value, register_with_term_structure,
};
pub use parameter::{
    ConstantParameter, NullParameter, Parameter, ParameterValue, TermStructureFittingParameter,
};
pub use shortrate::{
    AffineModel, CoxIngersollRoss, ExtendedCoxIngersollRoss, HullWhite, OneFactorAffineModel,
    Vasicek, VolatilityConstraint, convexity_bias,
};