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

• calendars
  Create business day calendars and perform financial date manipulation.
• curves
  Create curves for calculating interest rates and discount factors.
• dual
  Toolset for forward mode automatic differentiation (AD).
• fx
• json
  Allows serialization and deserialization to JSON, with the serde crate.
• splines
  Toolset to create one dimensional spline curves.