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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/// Instruments used to calibrate bootstrapped curves.
pub mod bootstrapcalibrationinstrument;
/// Discounting policy used while bootstrapping.
pub mod bootstrapdiscountpolicy;
/// Bootstrapped yield-curve representation.
pub mod bootstrappedcurve;
/// One step in a curve bootstrap.
pub mod bootstrapstep;
/// Shared curve-bootstrap utilities.
pub mod bootstraputils;
pub mod creditcurvebootstrapper;
pub mod creditcurveconfiguration;
/// Serializable curve-bootstrap configuration.
pub mod curveconfiguration;
/// Multi-curve bootstrap orchestration.
pub mod multicurvebootstrapper;