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",
"style":"American",
"pricer":"Binomial",
"asset":"EQ",
"market_data":{
"underlying_price":100,
"option_type":"P",
"strike_price":100,
"volatility":0.3,
"risk_free_rate":0.05,
"maturity":"2024-01-01",
"dividend": 0.0
}
},
{
"action":"PV",
"pricer":"Binomial",
"asset":"EQ",
"style":"American",
"market_data":{
"underlying_price":100,
"option_type":"P",
"strike_price":105,
"volatility":0.3,
"risk_free_rate":0.05,
"maturity":"2024-01-01",
"dividend": 0.0
}
},
{
"action":"PV",
"pricer":"Binomial",
"asset":"EQ",
"style":"American",
"market_data":{
"underlying_price":100,
"option_type":"P",
"strike_price":110,
"volatility":0.3,
"risk_free_rate":0.05,
"maturity":"2024-01-01",
"dividend": 0.0
}
}
]
}