quantsupport 0.1.0

Rust library for fixed-income, derivative pricing and risk analytics.
Documentation 
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/// Basis swap (float-float) instruments.
pub mod basisswap;
/// Interest rate cap/floor instruments.
pub mod capfloor;
/// Interest rate caplet instruments.
pub mod capletfloorlet;
/// Cross-currency swap instruments (fixed vs float).
pub mod crosscurrencyswap;
/// Cross-currency swap instruments (float vs float).
pub mod floatfloatcrosscurrencyswap;
/// Basis swap builder.
pub mod makebasisswap;
/// Cap/floor builder.
pub mod makecapfloor;
/// Cross-currency swap builder (fixed vs float).
pub mod makecrosscurrencyswap;
/// Cross-currency swap builder (float vs float).
pub mod makefloatfloatcrosscurrencyswap;
/// Rate futures builder.
pub mod makeratefutures;
/// Interest rate swap builder.
pub mod makeswap;
/// Swaption builder.
pub mod makeswaption;
/// Interest rate futures instruments.
pub mod ratefutures;
/// Interest rate swap instruments.
pub mod swap;
/// Interest rate swaption instruments.
pub mod swaption;