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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use crate::xva::contigentclaim::ContingentClaim;

/// A preprocessing step applied to each [`ContingentClaim`] before
/// simulation requests are collected.
pub trait ClaimPreprocessor {
    /// Mutate a single claim in place (e.g. resolve discount curve,
    /// set realized fixings, compress, …).
    fn process(&self, claim: &mut ContingentClaim);
}