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

//! Pricer implementations.
//!
//! Cashflow-discounting and Monte Carlo pricers for
//! fixed-income, equity, FX, and rates instruments.

/// Cashflow discounting pricers.
pub mod cashflows;
/// Credit pricers.
pub mod credit;
/// Equity pricers
pub mod equity;
/// FX pricers.
pub mod fx;
/// Rates pricers.
pub mod rates;