quantrs 0.1.8

A tiny Rust library for quantitative finance
Documentation 
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// pub mod data;
pub mod fixed_income;
// pub mod options;

use pyo3::prelude::*;

#[pymodule]
fn quantrs(m: &Bound<'_, PyModule>) -> PyResult<()> {
    fixed_income::register(m)?;
    // options::register(m)?;
    // data::register(m)?;
    Ok(())
}