accrua-rs

accrua-rs aims to be an accruals calculation library, focusing on the OTC derivatives market and providing users the tools as defined in the ISDA.

This is a pre-alpha version, which, as of now, I consider a placeholder, rather than a library that could be used in any environment.

TODO

• [X] Business calendar trait (providing methods for the date adjustment)
• [ ] The most commonly used business calendars
• [ ] Floating rate index type/trait
• [ ] Money/currency type (will use an external crate most likely)
• [ ] Day count fractions and fuctions used for their calculation
• [ ] Compounding
• [ ] Currency holiday calendar
• [ ] Fixed income types
  • [ ] Bonds
  • [ ] Swaps/Swap legs