List of all items

Structs

• curve::curve::Curve
• curve::point::CurvePoint
• derivatives::options::blackscholes::BlackscholesPricer
• derivatives::options::blackscholes::OptionVariables
• derivatives::options::blackscholes::OptionVariablesBuilder
• derivatives::options::blackscholes::option_surface::OptionSurfaceParameters
• derivatives::options::blackscholes::option_surface::OptionsSurface
• derivatives::options::greeks::OptionGreeks
• derivatives::options::greeks::OptionGreeksBuilder
• derivatives::options::option_contract::OptionContract
• derivatives::options::option_contract::OptionContractBuilder
• derivatives::swaps::Swap
• derivatives::swaps::SwapBuilder
• errors::FinlibError
• fixed_income::mortgage::Mortgage
• fixed_income::mortgage::MortgageBuilder
• portfolio::asset::PortfolioAsset
• portfolio::asset::PortfolioAssetBuilder
• portfolio::portfolio::Portfolio
• portfolio::strategy::strategy::Strategy
• price::price::Price
• price::price::PricePair
• risk::var::historical::Historical
• risk::var::varcovar::VarianceCovariance
• stats::MuSigma

Enums

• curve::curve::CurveType
• derivatives::options::Moneyness
• derivatives::options::OptionStyle
• derivatives::options::OptionType
• errors::ErrorType
• portfolio::asset::ValueType
• price::enums::Side

Traits

• derivatives::TradeSide
• derivatives::options::IOption
• derivatives::options::greeks::Greeks
• derivatives::options::intrinsic_value::IntrinsicValue
• portfolio::strategy::IStrategy
• price::payoff::Payoff
• price::payoff::Premium
• price::payoff::Profit
• risk::var::ValueAtRisk
• stats::PopulationStats

Macros

• impl_premium
• impl_premium_profit
• impl_side

Functions

• derivatives::options::blackscholes::generate::generate_options
• derivatives::options::templates::bear_put_spread
• derivatives::options::templates::bull_call_spread
• derivatives::options::templates::collar
• derivatives::options::templates::iron_butterfly_spread
• derivatives::options::templates::long_call_butterfly_spread
• derivatives::options::templates::long_put_butterfly_spread
• derivatives::options::templates::long_straddle
• derivatives::options::templates::long_strangle
• derivatives::options::templates::reverse_iron_butterfly_spread
• derivatives::options::templates::short_call_butterfly_spread
• derivatives::options::templates::short_put_butterfly_spread
• fixed_income::annuity::future_value_due
• fixed_income::annuity::future_value_ordinary
• fixed_income::annuity::monthly_interest_payment
• fixed_income::annuity::monthly_payment
• fixed_income::annuity::payment
• fixed_income::annuity::present_value_due
• fixed_income::annuity::present_value_ordinary
• fixed_income::annuity::total_interest_repayment
• fixed_income::annuity::total_repayment
• indicators::rsi::relative_strength_indicator
• indicators::rsi::relative_strength_indicator_smoothed
• interest::anticompound_rate_per_n
• interest::compound_rate_per_n
• interest::compounded_principal
• interest::rate_per_n
• price::bbo::calculate_bbo
• price::bbo::calculate_pair_bbo
• risk::forecast::investment_mean_from_portfolio
• risk::forecast::investment_std_dev_from_portfolio
• risk::var::historical::value_at_risk_percent
• risk::var::scale_value_at_risk
• risk::var::varcovar::value_at_risk_from_initial_investment
• risk::var::varcovar::value_at_risk_from_initial_investment_1d
• risk::var::varcovar::value_at_risk_percent
• risk::var::varcovar::value_at_risk_percent_1d
• stats::covariance
• stats::inverse_cdf_value
• stats::mean
• stats::population_std_dev
• stats::population_variance
• stats::sample_std_dev
• stats::sample_variance
• util::roc::changes
• util::roc::rates_of_change
• util::vector::dot_product
• util::vector::mag