quantsupport 0.1.6

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
Documentation 
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//! Financial instruments.
//!
//! Builders and representations for cashflows, fixed-income products,
//! equity derivatives, FX instruments, and interest-rate swaps.

/// Cashflow module.
pub mod cashflows;
/// Credit instruments module.
pub mod credit;
/// Equity instruments module.
pub mod equity;
/// Fixed Rate Bond Module
pub mod fixedincome;
/// Fx instruments module.
pub mod fx;
/// Rates instruments module.
pub mod rates;