quantsupport 0.1.0

Rust library for fixed-income, derivative pricing and risk analytics.
Documentation
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/// Interest rate curve bootstrapper.
pub mod bootstrap;
/// Discount policy configuration for multi-curve bootstrapping.
pub mod bootstrapdiscountpolicy;
/// Curve specification types and quote-resolution helpers.
pub mod curvespec;
/// Resolved instruments and curve specs ready for bootstrapping.
pub mod resolvedcurvespec;