cff-version: 1.2.0
message: "If you use QuantSupport in your work, please cite it using the metadata below."
title: "QuantSupport"
type: software
authors:
- family-names: "Melo"
given-names: "Jose"
email: "jmelo@live.cl"
orcid: ""
repository-code: "https://github.com/jmelo11/quantsupport"
url: "https://docs.rs/quantsupport"
license: MIT
abstract: >-
QuantSupport is a quantitative-finance library written in Rust with Python
bindings for derivative pricing, market-data bootstrapping, automatic
differentiation, Monte Carlo exposure simulation, and XVA.
keywords:
- quantitative finance
- derivatives pricing
- risk analytics
- automatic differentiation
- Monte Carlo
- XVA
- Rust
- Python