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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/// Actual/360 day count convention.
pub mod actual360;
/// Actual/365 day count convention.
pub mod actual365;
/// Actual/Actual day count convention.
pub mod actualactual;
/// Business/252 day count convention.
pub mod business252;
/// Traits for day count conventions.
pub mod daycount;
/// 30/360 day count convention.
pub mod thirty360;