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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//! Monte Carlo simulation engine.
//!
//! Path generation and simulation infrastructure for pricing
//! path-dependent instruments.

/// Common Monte Carlo simulation interface.
pub mod simulation;
pub mod generatedsimulation;
pub mod simulationbuilder;