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QuantSupport, a Rust-based quant library
Hi,<p>I wanted to share a project I've building for a while. QuantSupport is a quant library that comtemplates curve construction, simulation and risk analytics for a different asset classes (equity, rates, fx, FI).<p><a href="https://github.com/jmelo11/quantsupport" rel="nofollow">https://github.com/jmelo11/quantsupport</a><p>It's goal is to be a realistic production tool for financial institutions, instead of being another analytics library as…
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