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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/// Key reference points for curve and surface construction.
///
/// The [`Pillars<T>`] trait provides methods to retrieve the pillars and their labels, as well as a
/// method to put the pillars on the tape for automatic differentiation purposes.
pub trait Pillars<T> {
    /// Returns an optional vector of tuples containing pillar labels and their corresponding values.
    fn pillars(&self) -> Option<Vec<(String, &T)>>;
    /// Returns an optional vector of pillar labels.
    fn pillar_labels(&self) -> Option<Vec<String>>;
    /// Puts the pillars on the tape for automatic differentiation purposes.
    fn put_pillars_on_tape(&mut self);
}