A generic binomial pricing tree for options
A high-performance option pricing library for Rust, supporting Black-Scholes, binomial tree, Monte Carlo simulation, PDE and exotic options (European/American/Barrier).
A crate for common data structures and algorithms
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Correctness-focused option pricing engine in Rust (Black-Scholes + Binomial CRR)
Functions for calculating option values and sensitivities, both analytically and using and finite difference methods.
RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
rust probolistic programming.
A LaTeX equation parser that produces an abstract syntax tree. Supports fractions, roots, matrices, big operators, Greek letters, accents, and 130+ Unicode symbols — with convenient bareword syntax.
A LaTeX equation parser that produces an abstract syntax tree. Supports fractions, roots, matrices, big operators, Greek letters, accents, and 130+ Unicode symbols — with convenient bareword syntax.
Sparse quantum simulation with unlimited-scale GHZ states and symbolic qubit counts
Arbitrary-precision integers for OxiNum (UBig/IBig via dashu-int)
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