Roadmap to v1

[avhz]

This is the roadmap for getting RustQuant to a solid v1.

High priority to-do list:

• Pricers: Re-work instruments::options module.  #245
• Pricers: Re-work instruments::bonds module. #88
• Implement a Curve type.  #188
• Implement a Surface type. #141
• Implement interpolation modules. #5
• Implement Payoff trait for defining custom payoffs for use in Monte-Carlo pricing.  #246
• Implement Exercise type.  #247
• Pricers: Interest Rate Swaps. #143
• Documentation: improve docs. #14

Low priority to-do list:

• Decrease compile time. #26 (prune dependencies where possible, for example)
• Implement a new MultiFactorStochasticProcess that can implement multi-factor models, such as Heston, SABR, Libor Market Model, Chen Model, etc.

Notes:

• Make use of #[derive(derive_builder::Builder)] where it makes sense, such as for building financial instruments. This also has the benefit of providing default arguments.

[willco-1]

can you assign some stuff on here to me? preferably some of the easier odds and ends, but if you had some notes and hints i could try one of the harder ones. Cheers.