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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//! Hull-White one-factor short-rate model.

/// Hull-White calibration.
pub mod hullwhitecalibration;
/// Hull-White calibration quality diagnostics.
pub mod hullwhitecalibrationquality;
/// Hull-White model implementation.
pub mod hullwhitemodel;