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# Fang-Oosterlee Library for Rust
Implements [Fang-Oosterlee](http://ta.twi.tudelft.nl/mf/users/oosterle/oosterlee/COS.pdf) algorithm in Rust. While the algorithm originally was used for option pricing, it can be used for a variety of uses case.
## Related Crates
* [Option Pricing with Fang Oost](https://crates.io/crates/fang_oost_option)
* [Distribution Utilities](https://crates.io/crates/cf_dist_utils)