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

//! Interpolation module containing various interpolation methods and traits.

/// Enumeration types for interpolation.
pub mod interpolator;
/// Linear interpolation implementation.
pub mod linear;
/// Log-linear interpolation implementation.
pub mod loglinear;

/// Bilinear interpolation implementation.
pub mod bilinear;

/// Trilinear interpolation implementation.
pub mod trilinear;

/// Cubic spline interpolation implementation.
pub mod cubicspline;