RustyQLib 0.0.2

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation 
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# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2021"
name = "RustyQLib"
version = "0.0.2"
authors = ["Siddharth Singh"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis"
homepage = "https://github.com/siddharthqs/RustyQLib"
readme = "README.md"
keywords = [
    "quantitative-finance",
    "derivatives",
    "monte-carlo",
    "black-scholes",
    "cli",
]
categories = [
    "mathematics",
    "science",
    "simulation",
    "command-line-utilities",
]
license = "MIT"
repository = "https://github.com/siddharthqs/RustyQLib"

[lib]
name = "rustyqlib"
path = "src/lib.rs"

[[bin]]
name = "rustyqlib"
path = "src/main.rs"

[[example]]
name = "asian_option"
path = "examples/asian_option.rs"

[[example]]
name = "autocallable_option"
path = "examples/autocallable_option.rs"

[[example]]
name = "barrier_option"
path = "examples/barrier_option.rs"

[[example]]
name = "binary_option"
path = "examples/binary_option.rs"

[[example]]
name = "convert_format"
path = "examples/convert_format.rs"

[[example]]
name = "dividends_and_borrow"
path = "examples/dividends_and_borrow.rs"

[[example]]
name = "forward_start_option"
path = "examples/forward_start_option.rs"

[[example]]
name = "futures_option"
path = "examples/futures_option.rs"

[[example]]
name = "heston_option"
path = "examples/heston_option.rs"

[[example]]
name = "local_vol_calibration"
path = "examples/local_vol_calibration.rs"

[[example]]
name = "rainbow_option"
path = "examples/rainbow_option.rs"

[[example]]
name = "vanilla_option"
path = "examples/vanilla_option.rs"

[dependencies.assert_approx_eq]
version = "1.1.0"

[dependencies.bincode]
version = "1.3.1"

[dependencies.byteorder]
version = "1.4.3"

[dependencies.chrono]
version = "0.4.31"
features = ["serde"]

[dependencies.clap]
version = "4.5"

[dependencies.csv]
version = "1.1"

[dependencies.libm]
version = "0.2.8"

[dependencies.ndarray]
version = "0.15"

[dependencies.quick-xml]
version = "0.41.0"
default-features = false

[dependencies.rand]
version = "0.8.4"

[dependencies.rand_chacha]
version = "0.3.1"

[dependencies.rand_distr]
version = "0.4.3"

[dependencies.rand_pcg]
version = " 0.3.1"

[dependencies.rayon]
version = "1.5.1"

[dependencies.serde]
version = "1.0.104"
features = ["derive"]

[dependencies.serde_json]
version = "1"

[dependencies.strum]
version = "0.25"

[dependencies.strum_macros]
version = "0.25"