rust-options

🦀 A Rust library for options pricing, Greeks calculation, and strategy simulation.

✨ Features

• 📈 Black-Scholes pricing (calls and puts)
• 📊 Delta calculation for options
• ⚙️ Payoff functions for common strategies (spreads, straddles, etc.)
• 🌐 Ready for API integrations
• 🧪 Unit test-ready and modular

📦 Installation

Add to your Cargo.toml:

[dependencies]
rust-options = { git = "https://github.com/npastori21/rust-options" }