optionrs 0.2.1

A high-performance option pricing library for Rust, supporting Black-Scholes, binomial tree, Monte Carlo simulation, PDE and exotic options (European/American/Barrier).
Documentation 
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[dependencies.assert_approx_eq]
version = "1.1.0"

[dependencies.indicatif]
features = ["rayon"]
version = "0.18.3"

[dependencies.owens-t]
version = "0.1.5"

[dependencies.rand]
version = "0.9.2"

[dependencies.rand_distr]
version = "0.5.1"

[dependencies.rayon]
version = "1.11.0"

[dependencies.statrs]
version = "0.18.0"

[dependencies.thiserror]
version = "2.0.17"

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

[package]
authors = ["fang hao <fanghao1024@outlook.com>"]
autobenches = false
autobins = false
autoexamples = false
autolib = false
autotests = false
build = false
categories = ["finance", "mathematics", "algorithms", "science"]
description = "A high-performance option pricing library for Rust, supporting Black-Scholes, binomial tree, Monte Carlo simulation, PDE and exotic options (European/American/Barrier)."
documentation = "https://docs.rs/optionrs"
edition = "2024"
exclude = [".gitignore", "tests/benchmark/*", "docs/assets/*"]
homepage = "https://github.com/fanghao1024/optionrs"
keywords = ["option-pricing", "finance", "quant", "black-scholes", "monte-carlo"]
license = "Apache-2.0"
name = "optionrs"
readme = "README.md"
repository = "https://github.com/fanghao1024/optionrs"
version = "0.2.1"

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