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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pub mod asian;
pub mod autocallable;
pub mod barrier;
pub mod black76;
pub mod blackscholes;
pub mod builder;
pub mod greeks;
pub mod heston;
pub mod heston_adi;
pub mod local_vol;
pub mod market;
pub mod cos;
pub mod rainbow;
pub mod vanilla_option;
pub mod montecarlo;
pub mod processes;
pub mod forward_start_option;
pub mod utils;
pub mod binomial;
pub mod build_contracts;
pub mod vol_surface;
pub mod finite_difference;
pub mod binary_option;
pub mod equity_future;
pub mod handle_equity_contracts;
pub mod equity_forward;
pub mod portfolio;
pub mod baw;
pub mod bjerksund_stensland;
pub mod perpetual;
pub mod svi;
pub mod bates;
pub mod slv;
pub mod cliquet;
pub mod lookback;
pub mod worst_of;
pub mod accumulator;
pub mod variance_swap;