quantsupport 0.1.7

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
Documentation
[book]
title = "The QuantSupport Book"
authors = ["QuantSupport contributors"]
description = "A practical guide to derivatives pricing, risk, simulation, and XVA with QuantSupport."
language = "en"
src = "book/src"

[build]
build-dir = "book/html"
create-missing = false

[preprocessor.mermaid]
command = "mdbook-mermaid"

[output.html]
git-repository-url = "https://github.com/jmelo11/quantsupport"
edit-url-template = "https://github.com/jmelo11/quantsupport/edit/main/book/src/{path}"
site-url = "/quantsupport/"
mathjax-support = true
additional-js = ["mermaid.min.js", "mermaid-init.js"]

[output.html.fold]
enable = true
level = 1