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.
regit-curves
Copyright 2026 Regit.io — Nicolas Koenig
Licensed under the Apache License, Version 2.0.
This product is part of Regit OS, the operating system for investment products.
https://www.regit.io