quantsupport 0.1.6

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
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/// AONIA (AUD) index implementation.
pub mod aonia;
/// CORRA (CAD) index implementation.
pub mod corra;
/// €STR (EUR) index implementation.
pub mod estr;
/// EURIBOR (EUR) index implementation.
pub mod euribor;
/// ICP (CLP) index implementation.
pub mod icp;
/// NOWA (NOK) index implementation.
pub mod nowa;
/// NZONIA (NZD) index implementation.
pub mod nzonia;
/// SARON (CHF) index implementation.
pub mod saron;
/// SOFR (USD) index implementation.
pub mod sofr;
/// SONIA (GBP) index implementation.
pub mod sonia;
/// SWESTR (SEK) index implementation.
pub mod swestr;
/// TIBOR (JPY) index implementation.
pub mod tibor;
/// TONAR (JPY) index implementation.
pub mod tonar;