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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pub mod brownianmotion;
pub mod hullwhite;
/// Linear Gaussian Markov model components and market simulation.
pub mod lgm;
pub mod modelconfiguration;
/// Common Monte Carlo engine interface.
pub mod montecarloengine;
pub mod utils;