carr_madan-0.2.1
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Rust

carr_madan 0.2.1

A library implementing Carr and Madan's algorithm for option pricing.

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Homepage
danielhstahl/carr_madan_rust
3 1 0
Crates.io
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- 0.4.0
- 0.3.0
- 0.2.1
- 0.2.0
- 0.1.0
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Linux	Codecov

Carr-Madan

This is a rust implementation of Carr Madan's FFT option pricing methodology.