[[bench]]
harness = false
name = "option_price_bench"
[badges.travis-ci]
repository = "phillyfan1138/fang_oost_option_rust"
[dependencies.black_scholes]
version = "0.5"
[dependencies.fang_oost]
version = "0.14.0"
[dependencies.num]
version = "0.2"
[dependencies.num-complex]
version = "0.2"
[dependencies.rayon]
version = "1.4.1"
[dependencies.serde]
version = "1.0"
[dependencies.serde_derive]
version = "1.0"
[dev-dependencies.approx]
version = "0.2.0"
[dev-dependencies.cf_functions]
version = "0.14.0"
[dev-dependencies.criterion]
version = "0.2"
[package]
authors = ["Daniel Stahl <danstahl1138@gmail.com>"]
description = "A library implementing Fang and Oosterlee's algorithm for option pricing."
edition = "2018"
homepage = "https://github.com/phillyfan1138/fang_oost_option_rust"
license = "MIT"
name = "fang_oost_option"
readme = "README.md"
repository = "https://github.com/phillyfan1138/fang_oost_option_rust"
version = "0.30.5"