RustQuant is a Rust library (crate) for quantitative finance.

Code

The crate is available for download from Crates.io, and the source is available on GitHub.

Installation

RustQuant of course requires Rust to be installed first.

You can easily add RustQuant to your Rust project by running:

cargo add RustQuant

Documentation

API documentation can be found at Docs.rs.

The documentation contained in this book is more "cookbook" style.

Contributions to documentation in any form are highly welcome.

Note: this book is a very early work-in-progress and has almost no content.