1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26
//! # 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) //! at the option of the user. //! //! The goal is to provide a toolbox for pricing various financial products, like bonds options or maybe //! even more complex products. In the near term, calculation of the discounted cash flow value of bonds //! is in the focus, based on what information is given by a standard prospect. Building blocks to achieve //! this target include time periods (e.g. "3M" or "10Y"), bank holiday calendars, business day adjustment //! rules, calculation of year fraction with respect to typical day count convention methods, roll-out of //! cash flows and setup of interest rate curves for calculating the discounted cash flow value. // module exports pub mod utility; pub mod time_period; pub mod calendar; pub mod day_count_conv; pub mod day_adjust; pub mod bond; pub mod coupon_date; pub mod currency; pub mod market; pub mod fixed_income;