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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//! Interpolation module containing various interpolation methods and traits.

/// Enumeration types for interpolation.
pub mod interpolator;
/// Linear interpolation implementation.
pub mod linear;
/// Log-linear interpolation implementation.
pub mod loglinear;

/// Bilinear interpolation implementation.
pub mod bilinear;

/// Trilinear interpolation implementation.
pub mod trilinear;

/// Cubic spline interpolation implementation.
pub mod cubicspline;