quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35

use crate::indices::marketindex::MarketIndex;

/// Request for a specific derived market-data element.
pub enum ConstructedElementRequest {
    /// Request for discount curve of a market index.
    DiscountCurve {
        /// Requested market index.
        market_index: MarketIndex,
    },
    /// Request for dividend curve of a market index.
    DividendCurve {
        /// Requested market index.
        market_index: MarketIndex,
    },
    /// Request for a credit (survival) curve of a market index.
    CreditCurve {
        /// Requested market index.
        market_index: MarketIndex,
    },
    /// Request for volatility surface of a market index.
    VolatilitySurface {
        /// Requested market index.
        market_index: MarketIndex,
    },
    /// Request for volatility cube of a market index.
    VolatilityCube {
        /// Requested market index.
        market_index: MarketIndex,
    },
    /// Request for simulation data of a market index.
    Simulation {
        /// Requested market index.
        market_index: MarketIndex,
    },
}