[package]
name = "RustyQLib"
version = "0.0.3"
edition = "2021"
authors = ["Siddharth Singh"]
description = "RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis"
license = "MIT"
repository = "https://github.com/siddharthqs/RustyQLib"
readme = "README.md"
homepage = "https://github.com/siddharthqs/RustyQLib"
keywords = [
"quantitative-finance",
"derivatives",
"monte-carlo",
"black-scholes",
"cli"
]
categories = ["mathematics", "science", "simulation", "command-line-utilities"]
[lib]
name = "rustyqlib"
path = "src/lib.rs"
[[bin]]
name = "rustyqlib"
path = "src/main.rs"
required-features = ["cli"]
[features]
default = []
xml = ["dep:quick-xml"]
stress-config = ["dep:toml"]
cli = ["dep:clap", "dep:csv", "dep:env_logger", "xml", "stress-config"]
[dependencies]
rand = "0.8.4"
rand_distr = "0.4.3"
libm = "0.2.8"
chrono = { version = "0.4.31", features = ["serde"] }
rand_chacha = "0.3.1"
rand_pcg = " 0.3.1"
serde = { version = "1.0.104", features = ["derive"] }
serde_json = "1"
strum = "0.25"
thiserror = "1"
strum_macros = "0.25"
ndarray = "0.15"
rayon = "1.5.1"
log = "0.4"
clap = { version = "4.5", optional = true }
env_logger = { version = "0.11", optional = true }
csv = { version = "1.1", optional = true }
quick-xml = { version = "0.41.0", default-features = false, optional = true }
toml = { version = "0.8", optional = true }
[dev-dependencies]
assert_approx_eq = "1.1.0"
criterion = "0.5"
[[bench]]
name = "engines"
harness = false
[[bench]]
name = "stress"
harness = false
[[example]]
name = "convert_format"
required-features = ["xml"]
[[example]]
name = "stress_mtm"
required-features = ["stress-config"]