Amando

Add `erf` and friends from `libm` ?

1

`f32` and `f64` already have the gamma function from `libm`, would it be possible to get `erf`, `erfc` as well ? Edit: I can try to do it myself if...

Add support for `time-rs` crate.

4

### Description I would like to be able to create date columns from the [time-rs crate](https://github.com/time-rs/time) (in addition to the currently supported chrono input). Is this something that would be...

Add error functions (`erf`, `erfc`) to the `f32`/`f64` API.

7

# Proposal ## Problem statement The `f32`/`f64` APIs are missing some useful functions, namely `erf` and `erfc`, such as in `libm` (where the current `gamma` function is from I believe)...

Implement a `Curve` type.

7

A `Curve` type could represent a yield curve or discount curve, or volatility term structure, for example.

Add more calendars.

7

This involves: ### 1: Adding a new `Market` enum variant in `calendar.rs` Add either: - A new country (e.g. Australia). - Or an MIC code (e.g. XASX) if for a...

This is the roadmap for getting RustQuant to a solid `v1`. High priority to-do list: - [ ] #303 - [ ] #245 - [ ] #88 - [ ]...

Implement a `Surface` type.

7

A `Surface` type could represent a volatility surface, for example. It would simply by a type with a `space` dimension (e.g. strikes, spot) and a `time` dimension (e.g. dates, seconds,...

Pricers: Re-work `instruments::bonds` module.

5

Re-work bond pricing module once the foundations (such as calendars, day-counting, curves) are implemented.