[package]
name = "quantrs"
version = "0.1.8"
authors = ["Carlo Bortolan <carlobortolan@gmail.com>"]
description = "A tiny Rust library for quantitative finance"
license = "MIT OR Apache-2.0"
keywords = ["quantitative", "quant", "finance", "options", "pricing"]
categories = ["finance", "simulation", "mathematics", "algorithms", "science"]
repository = "https://github.com/carlobortolan/quantrs"
documentation = "https://docs.rs/quantrs"
homepage = "https://github.com/carlobortolan/quantrs"
edition = "2021"
include = ["CHANGELOG.md", "LICENSE-MIT.md", "LICENSE-APACHE.md", "OUTLOOK.md", "src/", "tests/"]
rust-version = "1.83.0"
[lib]
name = "quantrs"
crate-type = ["cdylib", "rlib"]
[features]
default = []
python = ["pyo3"]
[dependencies]
pyo3 = { version = "0.28.2", features = ["extension-module"], optional = true }
chrono = "0.4.41"
plotters = "0.3.7"
rand = "0.9.2"
rand_distr = "0.5.1"
rayon = "1.10.0"
statrs = "0.18.0"
reqwest = { version = "0.13.1", features = ["json"] }
serde = "1.0.219"
serde-aux = "4.7.0"
tokio = "1.48.0"
[dev-dependencies]
approx = "0.5.1"
criterion = { version = "0.8.2", features = ["html_reports"] }
tokio-test = "0.4.4"
[[bench]]
name = "option_pricing_bench"
harness = false
[lints.rust.unexpected_cfgs]
level = "warn"
check-cfg = ['cfg(coverage_nightly)']
[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--cfg", "docsrs"]