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": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "mc_model": "heston",
        "heston": { "v0": 0.09, "kappa": 2.0, "theta": 0.09, "vol_of_vol": 0.4, "rho": -0.7 },
        "pricer": "Analytical"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "C",
        "payoff_type": "vanilla",
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "simulation": 100000,
        "mc_model": "heston",
        "heston": { "v0": 0.09, "kappa": 2.0, "theta": 0.09, "vol_of_vol": 0.4, "rho": -0.7 },
        "pricer": "MC"
      }
    },
    {
      "action": "PV",
      "asset": "EQ",
      "product_type": {
        "product_type": "option",
        "symbol": "ABC",
        "underlying_price": 100.0,
        "put_or_call": "P",
        "payoff_type": "barrier",
        "barrier_type": "down_in",
        "barrier_level": 85.0,
        "strike_price": 100.0,
        "volatility": 0.3,
        "maturity": "2027-07-17",
        "dividend": 0.02,
        "risk_free_rate": 0.05,
        "simulation": 100000,
        "mc_model": "heston",
        "heston": { "v0": 0.09, "kappa": 2.0, "theta": 0.09, "vol_of_vol": 0.4, "rho": -0.7 },
        "pricer": "MC"
      }
    }
  ]
}