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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//! Inflation pricing engines.
//!
//! Port of `ql/pricingengines/inflation/`: the year-on-year cap/floor engines
//! and the optionlet formula they and the coupon pricers share.

pub mod inflationcapfloorengines;

pub use inflationcapfloorengines::{YoYInflationCapFloorEngine, yoy_optionlet_price};