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

/// Actual/360 day count convention.
pub mod actual360;
/// Actual/365 day count convention.
pub mod actual365;
/// Actual/Actual day count convention.
pub mod actualactual;
/// Business/252 day count convention.
pub mod business252;
/// Traits for day count conventions.
pub mod daycount;
/// 30/360 day count convention.
pub mod thirty360;