quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation
1
2
3
4
5
6
7
8
9
use crate::{quotes::quote::Quote, time::date::Date};

/// Selects market quotes by identifier.
pub trait QuoteSelector {
    /// Returns the quote with the given identifier.
    fn select(&self, identifier: &str) -> Option<Quote>;
    /// Returns the reference (valuation) date used for building instruments.
    fn reference_date(&self) -> Date;
}