quantsupport 0.1.7

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
Documentation 
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/// Curve elements stored in a pricing context.
pub mod curveelement;
/// Monte Carlo simulation elements stored in a pricing context.
pub mod montecarlosimulationelement;
/// Volatility-cube elements stored in a pricing context.
pub mod volatilitycubelement;
/// Volatility-surface elements stored in a pricing context.
pub mod volatilitysurfaceelement;