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elworthy

v0.1.3crates.io· Rust

A Rust JIT compiler that specialises Bismut-Elworthy-Li formulas into SIMD kernels for unbiased Monte Carlo Greeks on non-stationary SDEs.

The verdict
Maintained. Niche but maintained, actively maintained.
Live from the crates.io registry · derived rules, not AI
How it scores
MaintenanceHealthy
PopularityNiche
SecurityClean
LicensePermissive
DepsZero deps
Maintenance
Last published 1 month ago.
Popularity
3 downloads / week
Security
No known advisories for this version (OSV).
License
Apache-2.0
Dependencies
No runtime dependencies
Recent releases
  • 0.1.31 month ago
  • 0.1.11 month ago
  • 0.1.01 month ago
elworthy — A Rust JIT compiler that specialises Bismut-Elworthy-Li formulas into SIMD kernels for unbiased Monte Carlo Greeks on non-stationary SDEs. (Rust / crates.io) — verdict, alternatives & security · Modules