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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//! Stochastic processes for specific models.
//!
//! Port of `ql/processes/`: concrete implementations of the
//! [`StochasticProcess1D`](crate::stochasticprocess::StochasticProcess1D)
//! contract. The generalized Black-Scholes process (with its Merton
//! convenience) is the first resident; the sibling conveniences
//! (`BlackScholesProcess`, `BlackProcess`, `GarmanKohlagenProcess`) and the
//! pluggable discretization objects follow as noted on
//! [`GeneralizedBlackScholesProcess`].

mod blackscholesprocess;
mod hestonprocess;
mod ornsteinuhlenbeckprocess;
mod stochasticprocessarray;

pub use blackscholesprocess::{BlackScholesMertonProcess, GeneralizedBlackScholesProcess};
pub use hestonprocess::HestonProcess;
pub use ornsteinuhlenbeckprocess::OrnsteinUhlenbeckProcess;
pub use stochasticprocessarray::StochasticProcessArray;