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": "FUT-DISC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-18",
        "risk_free_rate": 0.05,
        "futures_settlement": "discounted",
        "pricer": "Analytical"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "FUT-MARGINED",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-18",
        "risk_free_rate": 0.05,
        "futures_settlement": "margined",
        "pricer": "Analytical"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "FUT-DISC-PUT",
        "underlying_price": 105.0,
        "put_or_call": "P",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.25,
        "maturity": "2027-07-18",
        "risk_free_rate": 0.05,
        "futures_settlement": "discounted",
        "pricer": "Analytical"
      }
    }
  ]
}