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
- Add more calendars.
- Pricers: Interest Rate Swaps.
- Unify `ml` input data type to one interface
- Implement `num_traits::identities::{One, Zero}` for `Variable`
- `Curve` implementations.
- `autodiff`: add support for Jacobian and Hessian matrices.
- Pricers: Re-work `instruments::bonds` module.
- Migrate over to num crate
- `autodiff`: improve the Graphviz visualisations.
- `autodiff`: re-structure to avoid lifetimes.
- Docs
- Rust not yet supported