rust-portfolio-opt 0.2.0

Pure-Rust port of PyPortfolioOpt: expected returns, risk models, mean-variance optimisation, Black-Litterman, hierarchical risk parity, the Critical Line Algorithm, and discrete allocation.
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"
rust-version = "1.74"
name = "rust-portfolio-opt"
version = "0.2.0"
authors = ["Dave Foran <dave@redsunis.com>"]
build = false
exclude = [
    ".github/",
    "target/",
    "*.profraw",
    "flamegraph.svg",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Pure-Rust port of PyPortfolioOpt: expected returns, risk models, mean-variance optimisation, Black-Litterman, hierarchical risk parity, the Critical Line Algorithm, and discrete allocation."
homepage = "https://github.com/DaveForan/rust-portfolio-opt"
documentation = "https://docs.rs/rust-portfolio-opt"
readme = "README.md"
keywords = [
    "portfolio",
    "finance",
    "optimization",
    "markowitz",
    "quant",
]
categories = [
    "mathematics",
    "finance",
]
license = "MIT"
repository = "https://github.com/DaveForan/rust-portfolio-opt"

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

[dependencies.nalgebra]
version = "0.33"

[dependencies.thiserror]
version = "1.0"

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