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": "DIV-ANALYTIC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-18",
        "dividend": 0.01,
        "borrow_cost": 0.005,
        "cash_dividends": [
          { "date": "2026-11-18", "amount": 1.5 },
          { "date": "2027-05-18", "amount": 1.5 }
        ],
        "risk_free_rate": 0.05,
        "pricer": "Analytical"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "DIV-FD-AMERICAN",
        "underlying_price": 100.0,
        "put_or_call": "P",
        "payoff_type": "vanilla",
        "exercise_style": "American",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-18",
        "dividend": 0.01,
        "borrow_cost": 0.005,
        "cash_dividends": [
          { "date": "2026-11-18", "amount": 1.5 },
          { "date": "2027-05-18", "amount": 1.5 }
        ],
        "risk_free_rate": 0.05,
        "pricer": "FD"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "DIV-MC-BARRIER",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "barrier",
        "barrier_type": "down_out",
        "barrier_level": 85.0,
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-18",
        "dividend": 0.01,
        "borrow_cost": 0.005,
        "cash_dividends": [
          { "date": "2026-11-18", "amount": 1.5 },
          { "date": "2027-05-18", "amount": 1.5 }
        ],
        "risk_free_rate": 0.05,
        "simulation": 100000,
        "pricer": "MC"
      }
    }
  ]
}