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",
      "pricer": "Analytical",
      "asset": "EQ",
      "product_type": "Forward",
      "payoff_type": "Vanilla",
      "market_data": {
        "underlying_price": 96.0,
        "entry_price": 103.0,
        "risk_free_rate": 0.06,
        "maturity": "2025-03-31",
        "dividend": 0.01,
        "notional": 10000,
        "long_short": 1
      }
    },
    {
      "action":"PV",
      "pricer":"Analytical",
      "asset":"EQ",
      "product_type": "Future",
      "payoff_type": "Vanilla",
      "market_data":{
        "underlying_price":96.0,
        "current_price": 99.0,
        "entry_price": 103.0,
        "risk_free_rate":0.06,
        "maturity":"2025-03-31",
        "dividend": 0.01,
        "multiplier": 1000,
        "long_short": -1
      }
  }]
}