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//! # 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 calculating valuation and risk figures like internal yield or duration that are useful //! for an investor in these products. //! //! Functionality to calculate of figures like fair values which are primarily interesting in scenarios //! where one is fully hedged are not in the initial focus, since an investor is by definition not //! fully hedged. Nevertheless, they might be added later for comparison and estimating market prices. //! //! The library also supports storing data, like market data, e.g. market quote information, data related //! to portfolio and transaction management to be able to support portfolio analysis (e.g. calculation //! of risk figures), and generic storage of product details (e.g. bond specification). This is done by //! defining data handler traits for various data categories, with concrete implementations supporting //! storage in memory or in a databases (supporting `sqlite3` and `postgreSQL`). //! // macro exports #[macro_use] pub mod macros; // module exports pub mod asset; pub mod bond; pub mod calendar; pub mod coupon_date; pub mod currency; pub mod data_handler; pub mod day_adjust; pub mod day_count_conv; pub mod fixed_income; pub mod fx_rates; pub mod helpers; pub mod market; pub mod memory_handler; pub mod portfolio; pub mod postgres_handler; pub mod quote; pub mod rates; pub mod sqlite_handler; pub mod time_period; pub mod transaction; pub use currency::Currency; pub use fixed_income::CashAmount; pub use fixed_income::CashFlow;