RustyQLib 0.0.2

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

{"contracts" : [{
"action":"PV",
"pricer":"Analytical",
"asset":"CO",
"market_data":{
	"underlying_price":2.846,
	"option_type":"C",
	"strike_price":2.75,
	"volatility":0.587,
	"maturity":"2023-10-26",
	"simulation":100000
	}

},
{
"action":"PV",
"pricer":"Analytical",
"asset":"CO",
"market_data":{
	"underlying_price":2.846,
	"option_type":"C",
	"strike_price":2.85,
	"volatility":0.587,
	"maturity":"2023-10-26",
	"simulation":100000
	}

}]
}