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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/// Fixed Rate Bond Module
pub mod fixedratebond;
/// Deposit Module
pub mod fixedratedeposit;
/// Floating Rate Note Module
pub mod floatingratenote;
/// Fixed rate bond builder.
pub mod makefixedratebond;
/// Fixed rate deposit builder.
pub mod makefixedratedeposit;
/// Floating rate note builder.
pub mod makefloatingratenote;