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Nice, this is great. I was recently looking for some QuantLib bindings for Rust and its not really there yet. There's a great book called Implementing QuantLib
by arthurcolle 6y ago
Nice, this is great. I was recently looking for some QuantLib bindings for Rust and its not really there yet.
There's a great book called Implementing QuantLib by Fabio Ballabio that is a really nice introduction to QuantLib for those that are interesting. It is really nice, has lots of term structure data structures built in and some datetime abstractions useful for pricing/risk calcs, and supports lots of financial instruments, like CDS, vanilla/exotic options, bond calculations. Just wonderful.