quantsupport 0.1.7

Rust quantitative finance library for derivatives pricing, yield-curve bootstrapping, AAD risk, Monte Carlo exposure, and XVA.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
/// Equity european option.
pub mod equityeuropeanoption;
/// Equity forward instruments.
pub mod equityforward;
/// Futures instruments.
pub mod futures;
/// Equity european option builder.
pub mod makeequityeuropeanoption;
/// Equity forward builder.
pub mod makeequityforward;
/// Futures builder.
pub mod makefutures;