pathwise-core 0.2.0

High-performance SDE simulation engine: Euler, Milstein, SRI (strong-order 1.5), CIR, Heston, correlated OU
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 = "2021"
name = "pathwise-core"
version = "0.2.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "High-performance SDE simulation engine: Euler, Milstein, SRI (strong-order 1.5), CIR, Heston, correlated OU"
documentation = "https://docs.rs/pathwise-core"
readme = "README.md"
keywords = [
    "sde",
    "simulation",
    "stochastic",
    "finance",
    "riemannian",
]
categories = [
    "mathematics",
    "science",
    "simulation",
]
license = "MIT"
repository = "https://github.com/alejandro-soto-franco/pathwise"

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

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

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

[[bench]]
name = "simulate"
path = "benches/simulate.rs"
harness = false

[dependencies.nalgebra]
version = "0.33"
features = ["std"]
default-features = false

[dependencies.ndarray]
version = "0.15"

[dependencies.rand]
version = "0.9"

[dependencies.rand_distr]
version = "0.5"

[dependencies.rayon]
version = "1.10"

[dependencies.thiserror]
version = "2"

[dev-dependencies.approx]
version = "0.5"

[dev-dependencies.criterion]
version = "0.5"
features = ["html_reports"]