Crate finql

finql

Purpose of this library is to provide over time a comprehensive toolbox for quantitative analysis of financial assets in rust. The project is licensed under Apache 2.0 or MIT license (see files LICENSE-Apache2.0 and LICENSE-MIT).

Re-exports

pub use time_period::*;

pub use calendar::*;

Modules

calendar	Implementation of (bank) holidays. This is required to verify whether an exchange is open, a specific date is a calendar, or to calculate the amount of business days between to dates. Bank holidays have also an impact on how to rollout cash flows from fixed income products, which has an impact on their fair value.
time_period	The module time_periods supports time periods of different lengths in terms of day, months or years that can be added to a given date. Time periods may als be negative.