quantsupport 0.1.0

Rust library for fixed-income, derivative pricing and risk analytics.
Documentation
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/// Composite term structure module.
pub mod compositetermstructure;
/// Discount term structure module.
pub mod discounttermstructure;
/// Flat forward term structure module.
pub mod flatforwardtermstructure;
/// Rates term structure module.
pub mod interestratestermstructure;
/// Tenor-based zero rate term structure module.
pub mod tenorbasedzeroratetermstructure;
/// Zero rate term structure module.
pub mod zeroratetermstructure;