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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//! Mathematical functions and utilities.
//!
//! Interpolation methods, probability distributions, and numerical solvers.

pub mod fft;
pub mod ifft;
pub mod interpolation;
/// Probability distributions and related functions.
pub mod probability;
pub mod random;
/// Linear-algebra helpers.
pub mod linalg;
/// Scalar and vector numerical solvers.
pub mod solvers;