quantsupport 0.1.0

Rust library for fixed-income, derivative pricing and risk analytics.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24

/// AONIA (AUD) index implementation.
pub mod aonia;
/// CORRA (CAD) index implementation.
pub mod corra;
/// €STR (EUR) index implementation.
pub mod estr;
/// EURIBOR (EUR) index implementation.
pub mod euribor;
/// NOWA (NOK) index implementation.
pub mod nowa;
/// NZONIA (NZD) index implementation.
pub mod nzonia;
/// SARON (CHF) index implementation.
pub mod saron;
/// SOFR (USD) index implementation.
pub mod sofr;
/// SONIA (GBP) index implementation.
pub mod sonia;
/// SWESTR (SEK) index implementation.
pub mod swestr;
/// TIBOR (JPY) index implementation.
pub mod tibor;
/// TONAR (JPY) index implementation.
pub mod tonar;