Crate rateslib

This is the documentation for rateslib-rs

This library is in development. Only parts of *rateslib (Python)* have been ported successfully, completely and with sound documentation to Rust.

Modules

curves

Create curves for calculating interest rates and discount factors.

dual

Toolset for forward mode automatic differentiation (AD).

fx

fx_volatility

json

Allows serialization and deserialization to JSON, with the serde crate.

scheduling

Create a business day Calendar, instrument Schedule and perform financial date manipulation.

splines

Toolset to create one dimensional spline curves.