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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/// Yield curve composed from multiple term structures.
pub mod compositetermstructure;
/// Discount-factor term structure.
pub mod discounttermstructure;
/// Flat-forward term structure.
pub mod flatforwardtermstructure;
/// Common interest-rate term-structure interface.
pub mod interestratestermstructure;
/// Spreaded term structure.
pub mod spreadtermstructure;
/// Tenor-based zero-rate term structure.
pub mod tenorbasedzeroratetermstructure;
/// Zero-rate term structure.
pub mod zeroratetermstructure;