RustQuant
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Roadmap to `v1`
This is the roadmap for getting RustQuant to a solid v1.
High priority to-do list:
- [ ] #303
- [ ] #245
- [ ] #88
- [ ] #141
- [x] #188
- [x] #5
- [x] #246
- [x] #247
- [ ] #14
Low priority to-do list:
- [x] #26 (prune dependencies where possible, for example)
- [ ] Implement a new
MultiFactorStochasticProcessthat can implement multi-factor models, such as Heston, SABR, Libor Market Model, Chen Model, etc. - [ ] #143
Notes:
- Make use of
#[derive(derive_builder::Builder)]where it makes sense, such as for building financial instruments. This also has the benefit of providing default arguments.