QuantSupport documentation

QuantSupport (QS) is a quantitative finance library written in Rust, with Python and Excel interfaces. It supports market construction, instrument valuation, automatic differentiation, simulation and valuation adjustments. These guides explain how to perform those calculations through each binding, from defining a trade and its market inputs to interpreting the results.

• Python
  • Download Python packages
  • Python user guide
  • Computational studies
  • API reference
  • Conventions
  • Exceptions
• Excel
  • Excel user guide
  • Worksheet reference
  • Handles and calculation

Start with the Python user guide or Excel user guide. The computational studies investigate curve construction, valuation, simulation, and risk using the official notebooks.

The Python reference and Excel reference describe exact callable interfaces: signatures, parameter meanings and units, defaults, result schemas, and errors. They are generated from the packaged Python stubs and the Excel registration metadata.

The QuantSupport Book develops the library’s financial concepts and architecture across all three interfaces. The Rust reference documents the native API.

Indexes

• Index

• Python Module Index

• Excel Function Index

• Search Page