quantsupport 0.1.3

Rust library for derivative pricing and risk analytics.
Documentation
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/// Discount policy configuration for multi-curve bootstrapping.
pub mod bootstrapdiscountpolicy;
/// Utility functions and types for curve bootstrapping.
pub mod bootstraputils;
/// Curve specification types and quote-resolution helpers.
pub mod curveconfiguration;
/// Interest rate curve bootstrapper.
pub mod multicurvebootstrapper;
/// Calibration instruments for bootstrapping.
pub mod calibrationinstrument;