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//! # Interest-Rate Instruments
//!
//! $$
//! V=\sum_{i=1}^{n} D(t_i)\,C_i,\qquad
//! S^\star=\frac{\mathrm{PV}_{\mathrm{float}}}{\sum_{i=1}^{n} D(t_i)\,\alpha_i\,N_i}
//! $$
//!
//! Core fixed-income and vanilla swap instruments built on top of the cash-flow
//! and curve stack.
//!
//! Reference: Pallavicini & Tarenghi, "Interest-Rate Modeling with Multiple
//! Yield Curves", arXiv:1006.4767 (2010).
//!
//! Reference: Ivanovski, Stojanovski & Ivanovska, "Interest Rate Risk of Bond
//! Prices on Macedonian Stock Exchange - Empirical Test of the Duration,
//! Modified Duration and Convexity and Bonds Valuation", arXiv:1206.6998 (2012).
pub use AmortizingFixedRateBond;
pub use BondAnalytics;
pub use BondPrice;
pub use FixedRateBond;
pub use FloatingRateBond;
pub use InflationLinkedBond;
pub use ZeroCouponBond;
pub use BachelierVolatility;
pub use BermudanSwaption;
pub use BermudanSwaptionValuation;
pub use BlackVolatility;
pub use Cap;
pub use CapFloorValuation;
pub use CmsCaplet;
pub use CmsFloorlet;
pub use Collar;
pub use CollarValuation;
pub use EuropeanSwaption;
pub use ExerciseDate;
pub use ExerciseSchedule;
pub use Floor;
pub use InterestRateOptionKind;
pub use JamshidianHullWhiteSwaption;
pub use SabrVolatility;
pub use ShiftedSabrVolatility;
pub use SwaptionDirection;
pub use SwaptionValuation;
pub use TreeCouponSchedule;
pub use VolatilityModel;
pub use VolatilityQuoteKind;
pub use BasisSwap;
pub use BasisSwapValuation;
pub use CrossCurrencyBasisSwap;
pub use CrossCurrencyBasisSwapValuation;
pub use CrossCurrencySwapDirection;
pub use SwapDirection;
pub use SwapValuation;
pub use VanillaInterestRateSwap;