black-76 0.1.0

Black-76 closed-form pricing, Greeks, and implied volatility solver for futures and forward options.
Documentation 
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# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2024"
rust-version = "1.85"
name = "black-76"
version = "0.1.0"
authors = ["Yaroslav <yaroslavisgood@gmail.com>"]
build = false
exclude = [
    ".github/",
    "benches/results/",
    "AUDIT_REPORT.md",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Black-76 closed-form pricing, Greeks, and implied volatility solver for futures and forward options."
homepage = "https://github.com/Asbarn/black-76"
documentation = "https://docs.rs/black-76"
readme = "README.md"
keywords = [
    "finance",
    "options",
    "pricing",
    "volatility",
    "quant",
]
categories = [
    "mathematics",
    "science",
    "algorithms",
]
license = "MIT OR Apache-2.0"
repository = "https://github.com/Asbarn/black-76"

[package.metadata.docs.rs]
all-features = true
rustdoc-args = [
    "--cfg",
    "docsrs",
]
targets = ["x86_64-unknown-linux-gnu"]

[features]
default = []
digital = ["vol-surface"]
serde = ["dep:serde"]
vol-surface = []

[lib]
name = "black_76"
path = "src/lib.rs"

[[example]]
name = "atm_price"
path = "examples/atm_price.rs"

[[example]]
name = "digital_prob"
path = "examples/digital_prob.rs"
required-features = ["digital"]

[[example]]
name = "greeks"
path = "examples/greeks.rs"

[[example]]
name = "put_call_parity"
path = "examples/put_call_parity.rs"

[[example]]
name = "solve_iv"
path = "examples/solve_iv.rs"

[[example]]
name = "vol_smile"
path = "examples/vol_smile.rs"
required-features = ["vol-surface"]

[[test]]
name = "golden_values"
path = "tests/golden_values.rs"

[[test]]
name = "proptest"
path = "tests/proptest.rs"

[[bench]]
name = "iv_solver"
path = "benches/iv_solver.rs"
harness = false

[[bench]]
name = "pricing"
path = "benches/pricing.rs"
harness = false

[dependencies.serde]
version = "1.0"
features = ["derive"]
optional = true

[dependencies.statrs]
version = "0.18"
default-features = false

[dev-dependencies.approx]
version = "0.5"

[dev-dependencies.criterion]
version = "0.5"
features = ["html_reports"]

[dev-dependencies.proptest]
version = "1.5"

[dev-dependencies.serde_json]
version = "1.0"