quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation
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//! Volatility surface and cube definitions.
//!
//! Interpolated volatility surfaces, volatility cubes, and
//! quote-indexing types for equity and rates vol.

pub mod interpolatedvolatilitysurface;
pub mod interpolatedvolatilitycube;
pub mod volatilitycube;
pub mod volatilityindexing;
pub mod volatilitysurface;
pub mod orientedfxvolsurface;
pub mod volatilitysurfaceconfiguration;
pub mod volatilitycubeconfiguration;
pub mod volatilitysurfacebuilder;
pub mod volatilitycubebuilder;
pub mod modelcalibration;
pub mod volatilitysource;