[dependencies.RustQuant_autodiff]
version = "0.2.11"
[dependencies.RustQuant_cashflows]
version = "0.2.11"
[dependencies.RustQuant_data]
version = "0.2.11"
[dependencies.RustQuant_error]
version = "0.2.11"
[dependencies.RustQuant_instruments]
version = "0.2.11"
[dependencies.RustQuant_iso]
version = "0.2.11"
[dependencies.RustQuant_math]
version = "0.2.11"
[dependencies.RustQuant_ml]
version = "0.2.11"
[dependencies.RustQuant_portfolios]
version = "0.2.11"
[dependencies.RustQuant_stochastics]
version = "0.2.11"
[dependencies.RustQuant_time]
version = "0.2.11"
[dependencies.RustQuant_trading]
version = "0.2.11"
[dependencies.RustQuant_utils]
version = "0.2.11"
[lib]
name = "RustQuant"
path = "src/lib.rs"
[lints.clippy]
doc_markdown = "allow"
undocumented_unsafe_blocks = "forbid"
[lints.rust]
missing_docs = "forbid"
non_snake_case = "allow"
[package]
authors = ["avhz <RustQuantContact@gmail.com>"]
autobenches = false
autobins = false
autoexamples = false
autotests = false
build = false
categories = ["finance", "mathematics", "science", "algorithms", "simulation"]
description = "A Rust library for quantitative finance."
edition = "2021"
keywords = ["quantitative", "finance", "option-pricing", "monte-carlo", "quantlib"]
license = "MIT OR Apache-2.0"
name = "RustQuant"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
version = "0.2.11"
[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]