RustyQLib 0.0.3

RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis
Documentation 
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{"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
	}

}]
}