quantrs 0.1.8

A tiny Rust library for quantitative finance
Documentation 
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//!
//! This crate is designed to be simple and easy to use library for options pricing, portfolio optimization, and risk analysis. It is not intended to be a full-fledged quantitative finance library.
//! The goal is to provide library for pricing options, calculating greeks, and performing basic risk analysis without the need to write complex code or have a PhD in reading quantlib documentation.
//! The library is still in the early stages of development, and many features are not yet implemented.
//!
//! Compared to other popular options pricing libraries, quantrs is _significantly_ faster:
//! - **29x faster** than `QuantLib` (python bindings)
//! - **113x faster** than `py_vollib`
//! - **15x faster** than `RustQuant`
//! - **2.7x faster** than `Q-Fin`
//!
//! _You can find the benchmarks at [quantrs.pages.dev/report](https://quantrs.pages.dev/report/)_.
//!
//! ## Options Pricing
//!
//! For now quantrs only supports options pricing. The following features are available:
//!
//! - Option types: European, American, Asian, Rainbow, Binary Cash-or-Nothing, Binary Asset-or-Nothing
//! - Option pricing: Black-Scholes, Binomial Tree, Monte Carlo Simulation
//! - Greeks: Delta, Gamma, Theta, Vega, Rho
//! - Implied volatility
//!
//! ```rust
//! use quantrs::options::*;
//!
//! let option = BinaryOption::cash_or_nothing(Instrument::new().with_spot(100.0), 85.0, 0.78, OptionType::Call);
//! let model = BlackScholesModel::new(0.05, 0.2);
//! let price = model.price(&option);
//! let greeks = Greeks::calculate(&model, &option);
//! ```

#![allow(unused_variables)]

#[macro_use]
mod macros {
    pub mod logging_macros;
    pub mod math_macros;
    pub mod validation_macros;
}

pub mod data;
pub mod fixed_income;
pub mod options;

pub use fixed_income::*;
pub use options::*;

#[cfg(feature = "python")]
pub mod python;