fang_oost_option 0.30.2

A library implementing Fang and Oosterlee's algorithm for option pricing.
Documentation
# This file is automatically @generated by Cargo.
# It is not intended for manual editing.
[[package]]
name = "approx"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e134961cbc7401a62433d62050c5b9e1fac71d29d990c35225cf15dcaa9e2d93"
dependencies = [
 "num-traits",
]

[[package]]
name = "atty"
version = "0.2.14"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d9b39be18770d11421cdb1b9947a45dd3f37e93092cbf377614828a319d5fee8"
dependencies = [
 "hermit-abi",
 "libc",
 "winapi",
]

[[package]]
name = "autocfg"
version = "1.0.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cdb031dd78e28731d87d56cc8ffef4a8f36ca26c38fe2de700543e627f8a464a"

[[package]]
name = "bitflags"
version = "1.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cf1de2fe8c75bc145a2f577add951f8134889b4795d47466a54a5c846d691693"

[[package]]
name = "black_scholes"
version = "0.5.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "aece270f957242c33170fd16e03a5031ce0f457cf52a0aec1bc6fc1ed229e937"
dependencies = [
 "nrfind",
 "special",
]

[[package]]
name = "bstr"
version = "0.2.13"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "31accafdb70df7871592c058eca3985b71104e15ac32f64706022c58867da931"
dependencies = [
 "lazy_static",
 "memchr",
 "regex-automata",
 "serde",
]

[[package]]
name = "byteorder"
version = "1.3.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "08c48aae112d48ed9f069b33538ea9e3e90aa263cfa3d1c24309612b1f7472de"

[[package]]
name = "cast"
version = "0.2.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "4b9434b9a5aa1450faa3f9cb14ea0e8c53bb5d2b3c1bfd1ab4fc03e9f33fbfb0"
dependencies = [
 "rustc_version",
]

[[package]]
name = "cf_functions"
version = "0.14.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "91c424222ebc99714cf065d029cbe3061067c18d27b1977170d1bd1520fba730"
dependencies = [
 "num-complex",
 "special",
]

[[package]]
name = "cfg-if"
version = "0.1.10"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "4785bdd1c96b2a846b2bd7cc02e86b6b3dbf14e7e53446c4f54c92a361040822"

[[package]]
name = "clap"
version = "2.33.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "37e58ac78573c40708d45522f0d80fa2f01cc4f9b4e2bf749807255454312002"
dependencies = [
 "bitflags",
 "textwrap",
 "unicode-width",
]

[[package]]
name = "cloudabi"
version = "0.0.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ddfc5b9aa5d4507acaf872de71051dfd0e309860e88966e1051e462a077aac4f"
dependencies = [
 "bitflags",
]

[[package]]
name = "criterion"
version = "0.2.11"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "0363053954f3e679645fc443321ca128b7b950a6fe288cf5f9335cc22ee58394"
dependencies = [
 "atty",
 "cast",
 "clap",
 "criterion-plot",
 "csv",
 "itertools",
 "lazy_static",
 "libc",
 "num-traits",
 "rand_core 0.3.1",
 "rand_os",
 "rand_xoshiro",
 "rayon",
 "rayon-core",
 "serde",
 "serde_derive",
 "serde_json",
 "tinytemplate",
 "walkdir",
]

[[package]]
name = "criterion-plot"
version = "0.3.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "76f9212ddf2f4a9eb2d401635190600656a1f88a932ef53d06e7fa4c7e02fb8e"
dependencies = [
 "byteorder",
 "cast",
 "itertools",
]

[[package]]
name = "crossbeam-channel"
version = "0.4.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b153fe7cbef478c567df0f972e02e6d736db11affe43dfc9c56a9374d1adfb87"
dependencies = [
 "crossbeam-utils",
 "maybe-uninit",
]

[[package]]
name = "crossbeam-deque"
version = "0.7.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9f02af974daeee82218205558e51ec8768b48cf524bd01d550abe5573a608285"
dependencies = [
 "crossbeam-epoch",
 "crossbeam-utils",
 "maybe-uninit",
]

[[package]]
name = "crossbeam-epoch"
version = "0.8.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "058ed274caafc1f60c4997b5fc07bf7dc7cca454af7c6e81edffe5f33f70dace"
dependencies = [
 "autocfg",
 "cfg-if",
 "crossbeam-utils",
 "lazy_static",
 "maybe-uninit",
 "memoffset",
 "scopeguard",
]

[[package]]
name = "crossbeam-utils"
version = "0.7.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "c3c7c73a2d1e9fc0886a08b93e98eb643461230d5f1925e4036204d5f2e261a8"
dependencies = [
 "autocfg",
 "cfg-if",
 "lazy_static",
]

[[package]]
name = "csv"
version = "1.1.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "00affe7f6ab566df61b4be3ce8cf16bc2576bca0963ceb0955e45d514bf9a279"
dependencies = [
 "bstr",
 "csv-core",
 "itoa",
 "ryu",
 "serde",
]

[[package]]
name = "csv-core"
version = "0.1.10"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "2b2466559f260f48ad25fe6317b3c8dac77b5bdb5763ac7d9d6103530663bc90"
dependencies = [
 "memchr",
]

[[package]]
name = "either"
version = "1.6.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e78d4f1cc4ae33bbfc157ed5d5a5ef3bc29227303d595861deb238fcec4e9457"

[[package]]
name = "fang_oost"
version = "0.14.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ddb33c8779cd0dba1256c80c359d6480480d9aebb4113f974a7f73cfcc813921"
dependencies = [
 "num",
 "num-complex",
 "rayon",
]

[[package]]
name = "fang_oost_option"
version = "0.30.2"
dependencies = [
 "approx",
 "black_scholes",
 "cf_functions",
 "criterion",
 "fang_oost",
 "num",
 "num-complex",
 "rayon",
 "serde",
 "serde_derive",
]

[[package]]
name = "fuchsia-cprng"
version = "0.1.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "a06f77d526c1a601b7c4cdd98f54b5eaabffc14d5f2f0296febdc7f357c6d3ba"

[[package]]
name = "hermit-abi"
version = "0.1.17"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5aca5565f760fb5b220e499d72710ed156fdb74e631659e99377d9ebfbd13ae8"
dependencies = [
 "libc",
]

[[package]]
name = "itertools"
version = "0.8.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f56a2d0bc861f9165be4eb3442afd3c236d8a98afd426f65d92324ae1091a484"
dependencies = [
 "either",
]

[[package]]
name = "itoa"
version = "0.4.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dc6f3ad7b9d11a0c00842ff8de1b60ee58661048eb8049ed33c73594f359d7e6"

[[package]]
name = "lazy_static"
version = "1.4.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e2abad23fbc42b3700f2f279844dc832adb2b2eb069b2df918f455c4e18cc646"

[[package]]
name = "libc"
version = "0.2.79"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "2448f6066e80e3bfc792e9c98bf705b4b0fc6e8ef5b43e5889aff0eaa9c58743"

[[package]]
name = "maybe-uninit"
version = "2.0.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "60302e4db3a61da70c0cb7991976248362f30319e88850c487b9b95bbf059e00"

[[package]]
name = "memchr"
version = "2.3.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "3728d817d99e5ac407411fa471ff9800a778d88a24685968b36824eaf4bee400"

[[package]]
name = "memoffset"
version = "0.5.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "043175f069eda7b85febe4a74abbaeff828d9f8b448515d3151a14a3542811aa"
dependencies = [
 "autocfg",
]

[[package]]
name = "nrfind"
version = "1.0.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7305df9ac15a14f878ba0b398faa954cad45d909827aac99757ed547a8a37fa2"
dependencies = [
 "num",
]

[[package]]
name = "num"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b8536030f9fea7127f841b45bb6243b27255787fb4eb83958aa1ef9d2fdc0c36"
dependencies = [
 "num-bigint",
 "num-complex",
 "num-integer",
 "num-iter",
 "num-rational",
 "num-traits",
]

[[package]]
name = "num-bigint"
version = "0.2.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "090c7f9998ee0ff65aa5b723e4009f7b217707f1fb5ea551329cc4d6231fb304"
dependencies = [
 "autocfg",
 "num-integer",
 "num-traits",
]

[[package]]
name = "num-complex"
version = "0.2.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b6b19411a9719e753aff12e5187b74d60d3dc449ec3f4dc21e3989c3f554bc95"
dependencies = [
 "autocfg",
 "num-traits",
]

[[package]]
name = "num-integer"
version = "0.1.43"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "8d59457e662d541ba17869cf51cf177c0b5f0cbf476c66bdc90bf1edac4f875b"
dependencies = [
 "autocfg",
 "num-traits",
]

[[package]]
name = "num-iter"
version = "0.1.41"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7a6e6b7c748f995c4c29c5f5ae0248536e04a5739927c74ec0fa564805094b9f"
dependencies = [
 "autocfg",
 "num-integer",
 "num-traits",
]

[[package]]
name = "num-rational"
version = "0.2.4"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5c000134b5dbf44adc5cb772486d335293351644b801551abe8f75c84cfa4aef"
dependencies = [
 "autocfg",
 "num-bigint",
 "num-integer",
 "num-traits",
]

[[package]]
name = "num-traits"
version = "0.2.12"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ac267bcc07f48ee5f8935ab0d24f316fb722d7a1292e2913f0cc196b29ffd611"
dependencies = [
 "autocfg",
]

[[package]]
name = "num_cpus"
version = "1.13.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "05499f3756671c15885fee9034446956fff3f243d6077b91e5767df161f766b3"
dependencies = [
 "hermit-abi",
 "libc",
]

[[package]]
name = "proc-macro2"
version = "1.0.24"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1e0704ee1a7e00d7bb417d0770ea303c1bccbabf0ef1667dae92b5967f5f8a71"
dependencies = [
 "unicode-xid",
]

[[package]]
name = "quote"
version = "1.0.7"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "aa563d17ecb180e500da1cfd2b028310ac758de548efdd203e18f283af693f37"
dependencies = [
 "proc-macro2",
]

[[package]]
name = "rand_core"
version = "0.3.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7a6fdeb83b075e8266dcc8762c22776f6877a63111121f5f8c7411e5be7eed4b"
dependencies = [
 "rand_core 0.4.2",
]

[[package]]
name = "rand_core"
version = "0.4.2"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9c33a3c44ca05fa6f1807d8e6743f3824e8509beca625669633be0acbdf509dc"

[[package]]
name = "rand_os"
version = "0.1.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "7b75f676a1e053fc562eafbb47838d67c84801e38fc1ba459e8f180deabd5071"
dependencies = [
 "cloudabi",
 "fuchsia-cprng",
 "libc",
 "rand_core 0.4.2",
 "rdrand",
 "winapi",
]

[[package]]
name = "rand_xoshiro"
version = "0.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "03b418169fb9c46533f326efd6eed2576699c44ca92d3052a066214a8d828929"
dependencies = [
 "byteorder",
 "rand_core 0.3.1",
]

[[package]]
name = "rayon"
version = "1.4.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dcf6960dc9a5b4ee8d3e4c5787b4a112a8818e0290a42ff664ad60692fdf2032"
dependencies = [
 "autocfg",
 "crossbeam-deque",
 "either",
 "rayon-core",
]

[[package]]
name = "rayon-core"
version = "1.8.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "e8c4fec834fb6e6d2dd5eece3c7b432a52f0ba887cf40e595190c4107edc08bf"
dependencies = [
 "crossbeam-channel",
 "crossbeam-deque",
 "crossbeam-utils",
 "lazy_static",
 "num_cpus",
]

[[package]]
name = "rdrand"
version = "0.4.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "678054eb77286b51581ba43620cc911abf02758c91f93f479767aed0f90458b2"
dependencies = [
 "rand_core 0.3.1",
]

[[package]]
name = "regex-automata"
version = "0.1.9"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ae1ded71d66a4a97f5e961fd0cb25a5f366a42a41570d16a763a69c092c26ae4"
dependencies = [
 "byteorder",
]

[[package]]
name = "rustc_version"
version = "0.2.3"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "138e3e0acb6c9fb258b19b67cb8abd63c00679d2851805ea151465464fe9030a"
dependencies = [
 "semver",
]

[[package]]
name = "ryu"
version = "1.0.5"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "71d301d4193d031abdd79ff7e3dd721168a9572ef3fe51a1517aba235bd8f86e"

[[package]]
name = "same-file"
version = "1.0.6"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "93fc1dc3aaa9bfed95e02e6eadabb4baf7e3078b0bd1b4d7b6b0b68378900502"
dependencies = [
 "winapi-util",
]

[[package]]
name = "scopeguard"
version = "1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d29ab0c6d3fc0ee92fe66e2d99f700eab17a8d57d1c1d3b748380fb20baa78cd"

[[package]]
name = "semver"
version = "0.9.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "1d7eb9ef2c18661902cc47e535f9bc51b78acd254da71d375c2f6720d9a40403"
dependencies = [
 "semver-parser",
]

[[package]]
name = "semver-parser"
version = "0.7.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "388a1df253eca08550bef6c72392cfe7c30914bf41df5269b68cbd6ff8f570a3"

[[package]]
name = "serde"
version = "1.0.117"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "b88fa983de7720629c9387e9f517353ed404164b1e482c970a90c1a4aaf7dc1a"

[[package]]
name = "serde_derive"
version = "1.0.117"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "cbd1ae72adb44aab48f325a02444a5fc079349a8d804c1fc922aed3f7454c74e"
dependencies = [
 "proc-macro2",
 "quote",
 "syn",
]

[[package]]
name = "serde_json"
version = "1.0.59"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "dcac07dbffa1c65e7f816ab9eba78eb142c6d44410f4eeba1e26e4f5dfa56b95"
dependencies = [
 "itoa",
 "ryu",
 "serde",
]

[[package]]
name = "special"
version = "0.7.8"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "4970a4eb4acfd6cc4662773584551e35bb0d279ef8ff07ff6dcf1a6cb56a8164"
dependencies = [
 "libc",
]

[[package]]
name = "syn"
version = "1.0.45"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ea9c5432ff16d6152371f808fb5a871cd67368171b09bb21b43df8e4a47a3556"
dependencies = [
 "proc-macro2",
 "quote",
 "unicode-xid",
]

[[package]]
name = "textwrap"
version = "0.11.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "d326610f408c7a4eb6f51c37c330e496b08506c9457c9d34287ecc38809fb060"
dependencies = [
 "unicode-width",
]

[[package]]
name = "tinytemplate"
version = "1.1.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "6d3dc76004a03cec1c5932bca4cdc2e39aaa798e3f82363dd94f9adf6098c12f"
dependencies = [
 "serde",
 "serde_json",
]

[[package]]
name = "unicode-width"
version = "0.1.8"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "9337591893a19b88d8d87f2cec1e73fad5cdfd10e5a6f349f498ad6ea2ffb1e3"

[[package]]
name = "unicode-xid"
version = "0.2.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "f7fe0bb3479651439c9112f72b6c505038574c9fbb575ed1bf3b797fa39dd564"

[[package]]
name = "walkdir"
version = "2.3.1"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "777182bc735b6424e1a57516d35ed72cb8019d85c8c9bf536dccb3445c1a2f7d"
dependencies = [
 "same-file",
 "winapi",
 "winapi-util",
]

[[package]]
name = "winapi"
version = "0.3.9"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "5c839a674fcd7a98952e593242ea400abe93992746761e38641405d28b00f419"
dependencies = [
 "winapi-i686-pc-windows-gnu",
 "winapi-x86_64-pc-windows-gnu",
]

[[package]]
name = "winapi-i686-pc-windows-gnu"
version = "0.4.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "ac3b87c63620426dd9b991e5ce0329eff545bccbbb34f3be09ff6fb6ab51b7b6"

[[package]]
name = "winapi-util"
version = "0.1.5"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "70ec6ce85bb158151cae5e5c87f95a8e97d2c0c4b001223f33a334e3ce5de178"
dependencies = [
 "winapi",
]

[[package]]
name = "winapi-x86_64-pc-windows-gnu"
version = "0.4.0"
source = "registry+https://github.com/rust-lang/crates.io-index"
checksum = "712e227841d057c1ee1cd2fb22fa7e5a5461ae8e48fa2ca79ec42cfc1931183f"