quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation
1
2
3
4
5
6
7
8
9
pub mod bootstrapcalibrationinstrument;
pub mod bootstrapdiscountpolicy;
pub mod bootstrappedcurve;
pub mod bootstrapstep;
pub mod bootstraputils;
pub mod creditcurvebootstrapper;
pub mod creditcurveconfiguration;
pub mod curveconfiguration;
pub mod multicurvebootstrapper;