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A comment on RustQuant: A Library for Quantitative Finance.

Re:RustQuant: A Library for Quantitative Finance by twic on Saturday February 03, 2024 @07:40PM (#39246289)
You need a lot of details in place for a library like this to be useful. I think the most reliable way to get them is to be using the library for real work. Sadly this looks like a hobby project to me - I would love to be corrected if wrong.

I don't mean to belittle this project. It's substantial, and there's some cool stuff in there! But automatic differentiation and a Monte Carlo solver, but no spline curve or swaps? What can you actually do with this?

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Re:RustQuant: A Library for Quantitative Finance by sophacles on Saturday February 03, 2024 @10:44PM (#39247352)
From the Readme:

> Disclaimer: This is currently a free-time project and not a professional financial software library. Nothing in this library should be taken as financial advice, and I do not recommend you to use it for trading or making financial decisions.

It's a hobby project.

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