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///! # BSPricer ///! Scalar and Vectorised version of: ///! ///! * Black scholes ///! * Greeks ///! * Binomial ///! * Implied vol ///! * Implied Interest rates ///! * Strike from delta ///! ///! This library depends on the [wide](https://crates.io/crates/wide) library which provides the crucial math functions exp/log/pow/cdf in vectorised versions. This makes the difference of over 50% ///! compared to the serial versions of this function. ///! ///! Somewhat surprisingly on the (admittedly) small sample of PCs I've run it on with FMA/AVX instructions, the code generated is a touch faster than the equivalent with Intel's ISPC. That's probably due to instruction scheduling and cache differences. ///! ///! Compared to any other open source version of black scholes pricing I've found online, I believe this is the fastest CPU version. GPU versions can be faster depending on the circumstances ///! ///! On an i5 7300HQ I'm seeing 100,000,000 prices calculated per second. YMMV ///! ///! Compared to a serialised version of around 1800ms pub mod bs; mod bs_f32x8_; pub mod bs_single; pub use bs::*; pub use bs_single::*;