quantsupport 0.1.5

Rust library for derivative pricing and risk analytics.
Documentation 
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//! Visitors that implement the XVA simulation pipeline.
//!
//! * [`PreprocessorExecutor`](preprocessorexecutor::PreprocessorExecutor) -- collects market-data requests from claims.
//! * [`MarketModel`](marketmodel::MarketModel) -- trait for Monte Carlo path generation.
//! * [`ExposureEvaluator`](exposureevaluator::ExposureEvaluator) -- computes NPV cubes,
//!   exposure profiles (EPE/ENE/EE), and optionally XVA values with sensitivities.

pub mod claimcompressionpreprocessor;
pub mod claimpreprocessor;
pub mod exposureevaluator;
pub mod fixingpreprocessor;
pub mod marketmodel;
pub mod preprocessorexecutor;