stochastic-rs-quant 2.0.0-beta.2

Quantitative finance: pricing, calibration, vol surfaces, instruments.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
//! # FX & Currencies
//!
//! $$
//! F = S \cdot e^{(r_d - r_f)\,\tau}
//! $$
//!
//! ISO 4217 currency definitions, FX quoting conventions, cross-rate
//! computation, and forward pricing via covered interest parity.

pub mod currency;
pub mod forward;
pub mod quoting;

pub use currency::Currency;
pub use forward::FxForward;
pub use quoting::CurrencyPair;
pub use quoting::cross_rate;