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hub / github.com/MarcusRainbow/QuantMath / Discount

Interface Discount

src/data/interfaces.rs:8–25  ·  view source on GitHub ↗

Low-level interfaces to market data Discount curve. Returns the log of the discount rather than the discount itself, as this is very often what we want. It is easy to calculate the discount yourself if you need it, using exp.

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