quant-opts 0.1.0

[[bench]]
harness = false
name = "batch_greeks"
path = "benches/batch/greeks.rs"

[[bench]]
harness = false
name = "batch_pricing"
path = "benches/batch/pricing.rs"

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

[[bench]]
harness = false
name = "black"
path = "validation/black.rs"
required-features = ["lets-be-rational-validation"]

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

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

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

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

[[bench]]
harness = false
name = "single_greeks"
path = "benches/single/greeks.rs"

[[bench]]
harness = false
name = "single_iv"
path = "benches/single/implied_volatility.rs"

[[bench]]
harness = false
name = "single_option"
path = "benches/single/option_pricing.rs"

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

[[bench]]
harness = false
name = "visualize"
path = "benches/throughput/visualize.rs"
required-features = ["visualize-bench"]

[dependencies.num-traits]
version = "0.2.19"

[dependencies.plotters]
optional = true
version = "0.3"

[dependencies.statrs]
version = "0.18.0"

[[example]]
name = "implied_vol"
path = "examples/implied_vol/main.rs"

[[example]]
name = "pricing_and_greeks"
path = "examples/pricing_and_greeks/main.rs"

[[example]]
name = "wasm_api"
path = "examples/wasm_api/main.rs"

[[example]]
name = "wasm_cli"
path = "examples/wasm_cli/main.rs"

[features]
default = []
lets-be-rational-validation = []
visualize-bench = ["plotters"]
wrappers = []

[lib]
bench = false
crate-type = ["rlib", "cdylib"]
doctest = false
name = "quant_opts"
path = "src/lib.rs"

[package]
authors = ["Hayden Rose", "Prem Olszewski"]
autobenches = false
autobins = false
autoexamples = false
autolib = false
autotests = false
build = false
description = "High-performance Rust library for option pricing and risk"
documentation = "https://docs.rs/quant-opts"
edition = "2024"
keywords = ["finance", "option", "pricing", "blackscholes", "quant"]
license = "MIT"
name = "quant-opts"
readme = "README.md"
repository = "https://github.com/day01/quant-opts"
rust-version = "1.91.1"
version = "0.1.0"

[profile.bench]
codegen-units = 1
lto = "fat"
opt-level = 3
panic = "abort"

[profile.release]
codegen-units = 1
lto = "fat"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.approx]
version = "0.5.1"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.assert_approx_eq]
version = "1.1.0"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.criterion]
default-features = false
version = "0.8.0"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.indicatif]
version = "0.18"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.proptest]
version = "1.9.0"

[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies.rand]
default-features = false
features = ["thread_rng"]
version = "0.9.2"

[target.'cfg(target_arch = "wasm32")'.dependencies.getrandom]
features = ["std", "wasm_js"]
version = "0.3"

[target.'cfg(target_arch = "wasm32")'.dependencies.getrandom_02]
features = ["js"]
package = "getrandom"
version = "0.2"

[target.'cfg(target_arch = "wasm32")'.dependencies.wasm-bindgen]
version = "0.2.106"

[target.wasm32-unknown-unknown.dev-dependencies.wasm-bindgen]
version = "0.2.106"

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

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

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

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

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

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