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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//! General utilities.
//!
//! Error types, helper functions, and other cross-cutting concerns.

/// Error types and utilities for the utils module.
pub mod errors;
/// Plotting trait and utilities.
pub mod plot;
/// Tools and helper functions for the utils module.
pub mod tools;