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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/// Cash Flows Module
pub mod cashflow;
/// Cash Flow Type Module
pub mod cashflowtype;
/// Coupon Module
pub mod coupons;
/// Fixed Rate Coupon Module
pub mod fixedratecoupon;
/// Floating Rate Coupon Module
pub mod floatingratecoupon;
/// Leg Module
pub mod leg;
/// Make Leg Module
pub mod makeleg;
/// Option-embedded cashflow (e.g. cap/floor payoffs).
pub mod optionembeddedcashflow;
/// Option Embedded Coupon Module
pub mod optionembeddedcoupon;
/// Payoff description module.
pub mod payoffops;