RustQuant_data 0.2.12

A Rust library for quantitative finance.
Documentation 
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[dependencies.RustQuant_error]
version = "0.2.12"

[dependencies.RustQuant_instruments]
version = "0.2.12"

[dependencies.RustQuant_math]
version = "0.2.12"

[dependencies.RustQuant_stochastics]
version = "0.2.12"

[dependencies.RustQuant_time]
version = "0.2.12"

[dependencies.argmin]
version = "0.10.0"

[dependencies.argmin-math]
version = "0.4.0"

[dependencies.derive_builder]
version = "0.20.0"

[dependencies.plotly]
version = "0.10.0"

[dependencies.polars]
features = ["docs-selection"]
version = "0.44.0"

[dependencies.rand]
version = "0.8.5"

[dependencies.time]
features = ["macros"]
version = "0.3.34"

[dependencies.tokio-test]
version = "0.4.3"

[dependencies.yahoo_finance_api]
version = "2.3.0"

[lib]
name = "RustQuant_data"
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_data"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
version = "0.2.12"

[package.metadata]
workspace = true

[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]