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Calling Quantlib C++ functionalities inside Rust using CxxBridge.

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Quantlib on Rust

An example of calling Quantlib C++ functionalities inside Rust using CxxBridge.

Usage

Clone the repository with --recurse-submodules:

git clone https://github.com/randommm/quantlib-on-rust.git --recurse-submodules --shallow-submodules --depth=1

Install Boost if you don't have it already, e.g.:

sudo apt-get install libboost-all-dev

And then just run with Cargo which will automatically build Quantlib and link it with the Rust executable:

cargo run

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Calling Quantlib C++ functionalities inside Rust using CxxBridge.

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License

Apache-2.0, MIT licenses found

Licenses found

Apache-2.0
LICENSE-APACHE
MIT
LICENSE-MIT

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