[package]
name = "fang_oost_option"
version = "0.25.0"
authors = ["Daniel Stahl <danstahl1138@gmail.com>"]
description = "A library implementing Fang and Oosterlee's algorithm for option pricing."
homepage = "https://github.com/phillyfan1138/fang_oost_option_rust"
readme = "README.md"
license = "MIT"
repository = "https://github.com/phillyfan1138/fang_oost_option_rust"
[dependencies.fang_oost]
version = "0.13.7"
[dependencies.num]
version = "0.2"
[dependencies.num-complex]
version = "0.2"
[dependencies.rayon]
version = "1.0.1"
[dependencies.serde]
version = "1.0"
[dependencies.serde_derive]
version = "1.0"
[dependencies.serde_json]
version = "1.0"
[dev-dependencies.approx]
version = "0.2.0"
[dev-dependencies.black_scholes]
version = "0.2.7"
[dev-dependencies.cf_functions]
version = "0.6.0"
[badges.travis-ci]
repository = "phillyfan1138/fang_oost_option_rust"