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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//! Time and date utilities.
//!
//! Dates, calendars, day-count conventions, schedules, periods,
//! and IMM date helpers.

/// Calendar module.
pub mod calendar;
/// Calendars module.
pub mod calendars;
/// Date module.
pub mod date;
/// Day counter module.
pub mod daycounter;
/// Day counters module.
pub mod daycounters;
/// Enums module.
pub mod enums;
/// IMM module.
pub mod imm;
/// Period module.
pub mod period;
/// Schedule module.
pub mod schedule;