sanos 0.2.0

SANOS: Smooth strictly Arbitrage-free Non-parametric Option Surfaces (Rust implementation)
Documentation
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[package]
edition = "2021"
rust-version = "1.74"
name = "sanos"
version = "0.2.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "SANOS: Smooth strictly Arbitrage-free Non-parametric Option Surfaces (Rust implementation)"
homepage = "https://github.com/djikeh/sanos"
documentation = "https://docs.rs/sanos"
readme = "README.md"
keywords = [
    "options",
    "volatility",
    "arbitrage",
    "calibration",
    "quant",
]
categories = [
    "science",
    "mathematics",
]
license = "MIT"
repository = "https://github.com/djikeh/sanos"

[features]
default = ["iv-jaeckel"]
iv-jaeckel = ["dep:jaeckel"]
serde = ["dep:serde"]

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

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

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

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

[dependencies.jaeckel]
version = "0.2.0"
optional = true

[dependencies.log]
version = "0.4"

[dependencies.resopt]
version = "0.3.0"

[dependencies.serde]
version = "1"
features = ["derive"]
optional = true

[dependencies.statrs]
version = "0.18.0"

[dev-dependencies.serde]
version = "1"
features = ["derive"]

[dev-dependencies.serde_json]
version = "1"