rustquant
https://github.com/avhz/rustquant
Rust
Rust library for quantitative finance.
Triage Issues!
When you volunteer to triage issues, you'll receive an email each day with a link to an open issue that needs help in this project. You'll also receive instructions on how to triage issues.
Triage Docs!
Receive a documented method or class from your favorite GitHub repos in your inbox every day. If you're really pro, receive undocumented methods or classes and supercharge your commit history.
Rust not yet supported1 Subscribers
Add a CodeTriage badge to rustquant
Help out
- Issues
- Fix Bachelier put implied volatility to sum the full B polynomial
- Index out of bounds in Bachelier put_iv
- Add Norway calendar support (issue #142)
- Add Gamma distribution doc-tests/examples
- Add Japan calendar support (issue #142)
- feat: Add Turkey calendar (Fixed holidays)
- Lagrange Interpolation
- Refactor `Calendar` trait and related structs to a single `Calendar` struct
- Need solution to the problem of default (global?) settings.
- Natural Cubic Spline Interpolation
- Docs
- Rust not yet supported