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.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

# 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 = "2021"
name = "elworthy"
version = "0.1.3"
authors = ["Alejandro Soto Franco"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "A Rust JIT compiler that specialises Bismut-Elworthy-Li formulas into SIMD kernels for unbiased Monte Carlo Greeks on non-stationary SDEs."
readme = "README.md"
license = "Apache-2.0"
repository = "https://github.com/alejandro-soto-franco/elworthy"

[[bin]]
name = "elworthy"
path = "src/main.rs"

[dependencies.anyhow]
version = "1"

[dependencies.clap]
version = "4"
features = ["derive"]

[dependencies.elworthy-codegen]
version = "0.1.3"

[dependencies.elworthy-diff]
version = "0.1.3"

[dependencies.elworthy-expr]
version = "0.1.3"

[dependencies.elworthy-rt]
version = "0.1.3"

[dependencies.elworthy-weight]
version = "0.1.3"

[dependencies.tracing]
version = "0.1"

[dependencies.tracing-subscriber]
version = "0.3"
features = ["env-filter"]