Additional prototype functions to Date object and swedish banking day count functions
Core types and utilities: Decimal, Rate, DayCount, Rounding, Solver
八字计算工具库。
Algorithms used in air quality processing.
**安装**
'日期格式化工具'
MVHS Schedules is an easy library to fetch the periods on any specific day. It returns an array of Periods (Period {start: Date; end: Date; period: string}) to represent periods. It will work no matter what timezone it is run in.
Loan amortization schedules: level-payment, level-principal, interest-only, bullet, variable-rate, prepayment
Day-count fractions and business-day calendars in pure Rust — Act/360, Act/365F, ActAct ISDA, ActAct ICMA, 30/360, 30E/360, Bus/252; TARGET2, US, UK, JP, CH, HK, SG holiday calendars; all date-roll conventions. Zero dependencies, no_std, no alloc.
Financial date arithmetic: business day calendars, day count conventions, and schedule generation.
Pure-Rust yield curve interpolation (Nelson-Siegel, Svensson, PCHIP) and bond pricing. Zero deps.
Financial instrument modeling, trade management, and pricing
Core types, traits, and abstractions for the Convex fixed income analytics library
Rust library for derivative pricing and risk analytics.
Audit-grade interest-rate yield curve bootstrap and interpolation in pure Rust. Single- and multi-curve (OIS-discounted), discount/zero/forward/par views, full primary-source derivations. Zero dependencies.
Frontend component library for SolverForge constraint-optimization applications
A Rust library for quantitative finance.
A Rust library for quantitative finance.
A Rust library for quantitative finance.
A Rust library for quantitative finance.
No description provided.
No description provided.