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fang_oost_option-0.2.0
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fang_oost_option 0.2.0
A library implementing Fang and Oosterlee's algorithm for option pricing.
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danielhstahl/fang_oost_option_rust
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Dependencies
approx ^0.2.0
black_scholes ^0.1.2
fang_oost ^0.4.0
num ^0.2
num-complex ^0.2
rayon ^1.0.1
special ^0.7
statrs ^0.7.0
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Linux
Codecov
Fang-Oosterlee Option Pricing for Rust
Implements Fang-Oosterlee option pricing in Rust