RustyQLib 0.0.3

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[package]
edition = "2021"
name = "RustyQLib"
version = "0.0.3"
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"

[features]
cli = [
    "dep:clap",
    "dep:csv",
    "dep:env_logger",
    "xml",
    "stress-config",
]
default = []
stress-config = ["dep:toml"]
xml = ["dep:quick-xml"]

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

[[bin]]
name = "rustyqlib"
path = "src/main.rs"
required-features = ["cli"]

[[example]]
name = "american_baw"
path = "examples/american_baw.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 = "binomial_tree"
path = "examples/binomial_tree.rs"

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

[[example]]
name = "convert_format"
path = "examples/convert_format.rs"
required-features = ["xml"]

[[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 = "market_context"
path = "examples/market_context.rs"

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

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

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

[[example]]
name = "stress_mtm"
path = "examples/stress_mtm.rs"
required-features = ["stress-config"]

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

[[bench]]
name = "engines"
path = "benches/engines.rs"
harness = false

[[bench]]
name = "stress"
path = "benches/stress.rs"
harness = false

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

[dependencies.clap]
version = "4.5"
optional = true

[dependencies.csv]
version = "1.1"
optional = true

[dependencies.env_logger]
version = "0.11"
optional = true

[dependencies.libm]
version = "0.2.8"

[dependencies.log]
version = "0.4"

[dependencies.ndarray]
version = "0.15"

[dependencies.quick-xml]
version = "0.41.0"
optional = true
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"

[dependencies.thiserror]
version = "1"

[dependencies.toml]
version = "0.8"
optional = true

[dev-dependencies.assert_approx_eq]
version = "1.1.0"

[dev-dependencies.criterion]
version = "0.5"