elworthy 0.1.3

A Rust JIT compiler that specialises Bismut-Elworthy-Li formulas into SIMD kernels for unbiased Monte Carlo Greeks on non-stationary SDEs.
Builds

elworthy's sandbox limits

All the builds on docs.rs are executed inside a sandbox with limited resources. The limits for this crate are the following:

Available RAM 6.44 GB
Maximum rustdoc execution time 15m
Maximum size of a build log 102.4 kB
Network access blocked
Maximum number of build targets 10

If a build fails because it hit one of those limits please open an issue to get them increased.