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

• 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