There's already (at least) one in C++: https://github.com/quantlib/QuantLib https://github.com/quantlib/QuantLib The appeal of writing one in Rust is that you

There's already (at least) one in C++: https://github.com/quantlib/QuantLib https://github.com/quantlib/QuantLib The appeal of writing one in Rust is that you could use it ergonomically in Rust!