[package]
edition = "2021"
rust-version = "1.74"
name = "sanos"
version = "0.2.1"
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"