quantsupport 0.1.2

Rust library for derivative pricing and risk analytics.
Documentation 
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pub use crate::{
    cashflows::cashflow::Side,
    cashflows::{
        cashflow::*, fixedratecoupon::*, floatingratecoupon::*, simplecashflow::*, traits::*,
    },
    core::meta::*,
    core::{marketstore::MarketStore, traits::*},
    currencies::{enums::*, traits::*},
    instruments::{
        fixedrateinstrument::*, floatingrateinstrument::*, instrument::*, leg::*,
        makefixedrateinstrument::*, makefixedrateleg::*, makefloatingrateinstrument::*,
        makefloatingrateleg::*, traits::*,
    },
    math::interpolation::{interpolator::*, linear::*, loglinear::*, traits::*},
    models::{simplemodel::*, traits::*},
    rates::{
        enums::*,
        indexstore::*,
        interestrate::*,
        interestrateindex::{iborindex::*, overnightindex::*, traits::*},
        traits::*,
        yieldtermstructure::{
            compositetermstructure::*, discounttermstructure::*, flatforwardtermstructure::*,
            tenorbasedzeroratetermstructure::*, traits::*, zeroratetermstructure::*,
        },
    },
    time::{
        calendar::*,
        calendars::{nullcalendar::*, target::*, unitedstates::*, weekendsonly::*},
        date::*,
        daycounter::*,
        daycounters::{
            actual360::*, actual365::*, actualactual::*, business252::*, thirty360::*, traits::*,
        },
        enums::*,
        period::*,
        schedule::*,
    },
    utils::errors::*,
    visitors::{
        accruedamountconstvisitor::*, cashflowaggregationvisitor::*, fixingvisitor::*,
        indexingvisitor::*, npvbydateconstvisitor::*, npvconstvisitor::*, parvaluevisitor::*,
        traits::*,
    },
};