quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation 
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/// Black model caplet pricer.
pub mod closedformblackcapletpricer;
/// Black model cap pricer.
pub mod closedformblackcappricer;
/// Closed-form Hull-White caplet pricer.
pub mod closedformhullwhitecapletpricer;
/// Closed-form Hull-White cap pricer.
pub mod closedformhullwhitecappricer;
/// Pricer for rate futures quotes.
pub mod ratefuturespricer;