QuantMath

Financial maths library for risk-neutral pricing and risk

Finance & Commerce Libraries & SDKs

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2Distinct people

2Mentions

0Explicit recommenders

410GitHub stars

REPOSITORY AT A GLANCE

What to know before exploring

What it is

Financial maths library for risk-neutral pricing and risk

GitHub

Where it is used

No documented product use has been verified yet.

What people are saying

No recommendation phrase was found in the indexed comments.

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Also in these discussions

No other repository is repeatedly linked in the same discussions.

This week on Hacker News

Nov 7–Nov 14 UTC · Direct repository links and separately labeled related project stories. Indexed through 11/14/2026, 12:54:37 PM UTC.

No direct repository links were found in the indexed HN discussions over the past seven days. Older discussions are available below.

Mentions over time

HN mentions by hour2 dated mentions

Observed mentions: 2021-01-17 19:38:42 UTC to 2021-01-18 12:30:15 UTC.

Counts come from the repository’s dated source evidence. Index cutoff: 2026-11-02 08:16:59 UTC.

View mention counts and date ranges

UTC ranges include their start and exclude their end. Select a period to filter the source evidence.
Period	Start (UTC)	End (exclusive, UTC)	Mentions	Submissions	Comments
Jan 17, 19:00	2021-01-17 19:00:00 UTC	2021-01-17 20:00:00 UTC	1	1	0
Jan 17, 20:00	2021-01-17 20:00:00 UTC	2021-01-17 21:00:00 UTC	0	0	0
Jan 17, 21:00	2021-01-17 21:00:00 UTC	2021-01-17 22:00:00 UTC	0	0	0
Jan 17, 22:00	2021-01-17 22:00:00 UTC	2021-01-17 23:00:00 UTC	0	0	0
Jan 17, 23:00	2021-01-17 23:00:00 UTC	2021-01-18 00:00:00 UTC	0	0	0
Jan 18, 00:00	2021-01-18 00:00:00 UTC	2021-01-18 01:00:00 UTC	0	0	0
Jan 18, 01:00	2021-01-18 01:00:00 UTC	2021-01-18 02:00:00 UTC	0	0	0
Jan 18, 02:00	2021-01-18 02:00:00 UTC	2021-01-18 03:00:00 UTC	0	0	0
Jan 18, 03:00	2021-01-18 03:00:00 UTC	2021-01-18 04:00:00 UTC	0	0	0
Jan 18, 04:00	2021-01-18 04:00:00 UTC	2021-01-18 05:00:00 UTC	0	0	0
Jan 18, 05:00	2021-01-18 05:00:00 UTC	2021-01-18 06:00:00 UTC	0	0	0
Jan 18, 06:00	2021-01-18 06:00:00 UTC	2021-01-18 07:00:00 UTC	0	0	0
Jan 18, 07:00	2021-01-18 07:00:00 UTC	2021-01-18 08:00:00 UTC	0	0	0
Jan 18, 08:00	2021-01-18 08:00:00 UTC	2021-01-18 09:00:00 UTC	0	0	0
Jan 18, 09:00	2021-01-18 09:00:00 UTC	2021-01-18 10:00:00 UTC	0	0	0
Jan 18, 10:00	2021-01-18 10:00:00 UTC	2021-01-18 11:00:00 UTC	0	0	0
Jan 18, 11:00	2021-01-18 11:00:00 UTC	2021-01-18 12:00:00 UTC	0	0	0
Jan 18, 12:00	2021-01-18 12:00:00 UTC	2021-01-18 13:00:00 UTC	1	0	1

What Hacker News says

2 sources

twic·Jan 18, 2021

Fun, but seems extremely limited. I can't see a way to bootstrap a yield curve for interest rates, which is the first thing i would need to do. The standard model for curves seems to bake in assumptions about day count convention and interpolation: https://github.com/MarcusRainbow/QuantMath/blob/b51ffacc2cfe... There is no provision for swaps or futures. Perhaps this is not aimed at rates use cases?

In QuantMath: Financial maths library for risk-neutral pricing and risk in Rust

adamnemecek·Jan 17, 2021Submission

QuantMath: Financial maths library for risk-neutral pricing and risk in Rust

83 points · Open discussion