MarcusRainbow / QuantMath

Financial maths library for risk-neutral pricing and risk
MIT License
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Serialization and deserialization #36

Closed MarcusRainbow closed 6 years ago

MarcusRainbow commented 6 years ago

This commit starts with just serialization of rate curves and their components. We use serde for serializing/deserializing built-in types and concrete objects, and erased_serde and serde_tagged for serializing/deserializing polymorphic objects, such as rate curves themselves.