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": "option",
        "symbol": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "barrier",
        "barrier_type": "down_out",
        "barrier_level": 90.0,
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "pricer": "Analytical"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "barrier",
        "barrier_type": "down_out",
        "barrier_level": 90.0,
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "simulation": 100000,
        "pricer": "MC"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "P",
        "payoff_type": "barrier",
        "barrier_type": "up_in",
        "barrier_level": 115.0,
        "strike_price": 100.0,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "simulation": 100000,
        "mc_model": "local_vol",
        "pricer": "MC",
        "vol_surface": {
          "type": "strike_expiry",
          "expiries": [0.5, 1.0, 2.0],
          "strikes": [80.0, 90.0, 100.0, 110.0, 120.0],
          "vols": [
            [0.34, 0.32, 0.30, 0.29, 0.28],
            [0.34, 0.32, 0.30, 0.29, 0.28],
            [0.34, 0.32, 0.30, 0.29, 0.28]
          ]
        }
      }
    }
  ]
}