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regit-curves-1.0.1
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regit-curves 1.0.1
Audit-grade interest-rate yield curve bootstrap and interpolation in pure Rust. Single- and multi-curve (OIS-discounted), discount/zero/forward/par views, full primary-source derivations. Zero dependencies.
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..
convex_monotone.rs
cubic_spline.rs
hermite_bessel.rs
linear.rs
linear_in_zero.rs
log_linear.rs
mod.rs
monotone_cubic.rs
monotone_hyman.rs
monotone_steffen.rs
piecewise_constant_forward.rs