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": "cliquet_option",
        "symbol": "CLIQ-RATCHET",
        "resets": 12,
        "maturity": "2030-01-01",
        "local_floor": 0.0,
        "local_cap": 0.03,
        "notional": 1000000.0,
        "risk_free_rate": 0.03,
        "dividend": 0.01,
        "volatility": 0.2,
        "pricer": "MC",
        "simulation": 100000,
        "mc_seed": 42
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "cliquet_option",
        "symbol": "CLIQ-HESTON",
        "resets": 12,
        "maturity": "2030-01-01",
        "local_floor": 0.0,
        "local_cap": 0.03,
        "global_floor": 0.05,
        "notional": 1000000.0,
        "risk_free_rate": 0.03,
        "dividend": 0.01,
        "volatility": 0.2,
        "heston": { "v0": 0.04, "kappa": 1.5, "theta": 0.04, "vol_of_vol": 0.7, "rho": -0.7 },
        "pricer": "MC",
        "simulation": 100000
      }
    }
  ]
}