libitofin 0.20.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2024"
name = "libitofin"
version = "0.20.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods."
readme = "README.md"
keywords = [
    "quantlib",
    "quantitative-finance",
    "pricing",
    "derivatives",
    "finance",
]
categories = [
    "mathematics",
    "science",
]
license = "BSD-3-Clause"
repository = "https://github.com/benbenbang/libitofin"

[lib]
name = "libitofin"
path = "src/lib.rs"

[[example]]
name = "american_option_fd"
path = "examples/american_option_fd.rs"

[[example]]
name = "credit_cds"
path = "examples/credit_cds.rs"

[[example]]
name = "european_option"
path = "examples/european_option.rs"

[[example]]
name = "inflation_swap"
path = "examples/inflation_swap.rs"

[[example]]
name = "isda_cds"
path = "examples/isda_cds.rs"

[[example]]
name = "monte_carlo"
path = "examples/monte_carlo.rs"

[[example]]
name = "vanilla_swap"
path = "examples/vanilla_swap.rs"

[[example]]
name = "yield_curve"
path = "examples/yield_curve.rs"

[[example]]
name = "yoy_inflation_capfloor"
path = "examples/yoy_inflation_capfloor.rs"

[[test]]
name = "external_coupon"
path = "tests/external_coupon.rs"

[dependencies.num-complex]
version = "0.4.6"

[dependencies.thiserror]
version = "2.0.12"