Linux | Codecov |
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Fang-Oosterlee Library for Rust
Implements Fang-Oosterlee algorithm in Rust. While the algorithm originally was used for option pricing, it can be used for a variety of uses case.
Linux | Codecov |
---|---|
Implements Fang-Oosterlee algorithm in Rust. While the algorithm originally was used for option pricing, it can be used for a variety of uses case.