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1,054 symbols 2,958 edges 56 files 227 documented · 22% ● updated 3y ago★ 40821 open issues

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⨍ Functions 887◇ Types & classes 167

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Extension points exported contracts — how you extend this code

Instrument (Interface)

There are a few controversial design decisions here. The first is to do with the separation of products from indices, wh [8 …

src/instruments/mod.rs

TypeId (Interface)

Uniquely identify the type of an object [43 implementers]

src/core/factories.rs

VolSurface (Interface)

The low-level representation of a vol surface, as supplied in the input market data. We always return variances rather t [9 …

src/data/volsurface.rs

ApproxEq (Interface)

Are two objects approximately equal? The two objects could be floating point numbers, or risk reports. Returns true if t [7 …

src/math/numerics.rs

Bumpable (Interface)

Interface that defines all bumps of simple underlying market data. This defines most risks that the analytics outputs. M [6 …

src/risk/mod.rs

Calendar (Interface)

Calendars define when business holidays are scheduled. They are used for business day volatility, settlement calculation [4 …

src/dates/calendar.rs

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Core symbols most depended-on inside this repo

↓ 26 filesdeserialize

src/data/fixings.rs

↓ 15 filesTypeId

Uniquely identify the type of an object

src/core/factories.rs

↓ 6 filesBumpable

Interface that defines all bumps of simple underlying market data. This defines most risks that the analytics outputs. Most …

src/risk/mod.rs

↓ 6 filesPricingContext

A pricing context contains the market data needed for an instrument to price itself. As we add new types of market data, we can …

src/instruments/mod.rs

↓ 6 filesInstrument

There are a few controversial design decisions here. The first is to do with the separation of products from indices, which is …

src/instruments/mod.rs

↓ 5 filesInstanceId

Objects that can be deduplicated have to have a unique instance id

src/core/dedup.rs

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Method 537

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Class 103

Interface 44

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src/instruments/options.rs60 symbols

src/risk/marketdata.rs47 symbols

src/dates/calendar.rs43 symbols

src/data/volsurface.rs40 symbols

src/instruments/assets.rs39 symbols

src/core/factories.rs39 symbols

src/dates/mod.rs38 symbols

src/instruments/mod.rs37 symbols

src/facade/handle.rs35 symbols

src/core/dedup.rs34 symbols

src/math/interpolation.rs32 symbols

src/facade/c_interface.rs32 symbols

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github.com/MarcusRainbow/QuantMath @main

Extension points exported contracts — how you extend this code

Core symbols most depended-on inside this repo

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