The Greatest Collection of anything related to finance and crypto

Rust-powered collection of financial functions.

Implementation of ISDA SIMM v2.3~2.6

Difference between dates as a fraction of 1 year

ISDA CDM

ISDA Events and Definitions

SNAC(Standard North American CDS), upfront fee calculator using the ISDA Standard CDS Model, www.cdsmodel.com and based on the functionality found on the MarkIt partners website, www.markit.com/cds. The applications free. Its only objective is for the author to have a non-trivial application in the iPhone AppStore. The approach of the applicatio…