quantsupport 0.1.6

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

//! Interest rates, term structures, and bootstrapping.
//!
//! Compounding conventions, interest-rate arithmetic, yield term
//! structures, and multi-curve bootstrapping algorithms.

/// Bootstrapping algorithms for interest rate curves.
// pub mod bootstrapping;
/// tmp
pub mod bootstrapping;
/// Compounding types for interest rate calculations.
pub mod compounding;
/// Interest rate calculations and operations.
pub mod interestrate;
/// Yield term structure and related calculations.
pub mod yieldtermstructure;