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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/// Black model caplet pricer.
pub mod closedformblackcapletpricer;
/// Black model cap pricer.
pub mod closedformblackcappricer;
/// Closed-form Hull-White caplet pricer.
pub mod closedformhullwhitecapletpricer;
/// Closed-form Hull-White cap pricer.
pub mod closedformhullwhitecappricer;
/// Closed-form Hull-White European swaption pricer.
pub mod closedformhullwhiteswaptionpricer;
/// Pricer for rate futures quotes.
pub mod ratefuturespricer;