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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//! 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 integralcdsengine;
pub mod isdacdsengine;
pub mod isdanodegrid;
pub mod midpointcdsengine;

pub use integralcdsengine::IntegralCdsEngine;
pub use isdacdsengine::{AccrualBias, ForwardsInCouponPeriod, IsdaCdsEngine, NumericalFix};
pub use isdanodegrid::isda_node_grid;
pub use midpointcdsengine::MidPointCdsEngine;