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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/// Implementation of the Bisection method.
pub mod bisection;
/// Implementation of the Newton-Raphson method.
pub mod newtonraphson;
/// Solver traits module
pub mod solvertraits;
/// Implementation of a vector Newton solver.
pub mod vectornewton;