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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use crate::{quotes::quote::Quote, time::date::Date};

/// Selects market quotes by identifier.
pub trait QuoteSelector {
    /// Returns the quote with the given identifier.
    fn select(&self, identifier: &str) -> Option<Quote>;
    /// Returns the reference (valuation) date used for building instruments.
    fn reference_date(&self) -> Date;
}