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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{
  "asset": "EQ",
  "contracts": [
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "accumulator",
        "symbol": "ACCU-DAILY",
        "side": "accumulator",
        "underlying_price": 100.0,
        "strike": 95.0,
        "barrier": 110.0,
        "observations": 252,
        "maturity": "2030-01-01",
        "shares_per_day": 100.0,
        "gearing": 2.0,
        "risk_free_rate": 0.03,
        "dividend": 0.01,
        "volatility": 0.25,
        "pricer": "MC",
        "simulation": 100000
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "accumulator",
        "symbol": "DECU-DAILY",
        "side": "decumulator",
        "underlying_price": 100.0,
        "strike": 105.0,
        "barrier": 90.0,
        "observations": 252,
        "maturity": "2030-01-01",
        "shares_per_day": 100.0,
        "risk_free_rate": 0.03,
        "dividend": 0.01,
        "volatility": 0.25,
        "pricer": "Analytical"
      }
    }
  ]
}