libitofin 0.41.0

A ground-up Rust port of QuantLib: quantitative-finance primitives for pricing, risk, and numerical methods.
Documentation 
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use std::convert::Infallible;

use itofin_optimize::{
    Bounds, Common, DifferentialEvolutionOptions, GlobalOptions, Method, Problem, minimize,
};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut objective = |x: &[f64]| -> Result<f64, Infallible> {
        Ok((x[0] - 1.25).powi(2) + 4.0 * (x[1] + 0.75).powi(2) - 3.0)
    };
    let problem = Problem {
        x0: vec![-3.0, 3.0],
        bounds: Some(Bounds {
            lower: vec![-4.0, -4.0],
            upper: vec![4.0, 4.0],
        }),
    };
    let method = Method::DifferentialEvolution(DifferentialEvolutionOptions {
        global: GlobalOptions {
            seed: 42,
            population_size: Some(24),
            xatol: Some(1e-7),
            fatol: Some(1e-10),
            ..GlobalOptions::default()
        },
        ..DifferentialEvolutionOptions::default()
    });
    let result = minimize(&mut objective, &problem, &method, &Common::default())?;
    assert!(result.success, "{}", result.message);
    assert!((result.x[0] - 1.25).abs() < 1e-5);
    assert!((result.x[1] + 0.75).abs() < 1e-5);
    assert!((result.fun + 3.0).abs() < 1e-8);
    assert_eq!(result.njev, 0);
    println!("x={:?}, scalar minimum={:.10}", result.x, result.fun);
    println!(
        "generations={}, objective calls={}",
        result.nit, result.nfev
    );
    println!("{}", result.status);
    Ok(())
}