solmath 0.2.0

Deterministic fixed-point math and quantitative finance for Solana: Greeks, IV, American KBI, NIG, TWAP, and DeFi primitives.
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[package]
name = "solmath"
version = "0.2.0"
edition = "2021"
rust-version = "1.79"
description = "Deterministic fixed-point math and quantitative finance for Solana: Greeks, IV, American KBI, NIG, TWAP, and DeFi primitives."
license = "MIT OR Apache-2.0"
repository = "https://github.com/DJBarker87/solmath"
documentation = "https://docs.rs/solmath"
keywords = ["solana", "fixed-point", "black-scholes", "defi", "math"]
categories = ["mathematics", "no-std::no-alloc"]
readme = "README.md"
include = [
    "Cargo.toml",
    "README.md",
    "INTEGRATION.md",
    "USAGE.md",
    "SECURITY.md",
    "VALIDATION.md",
    "CHANGELOG.md",
    "LICENSE-APACHE",
    "LICENSE-MIT",
    "docs/ARCHITECTURE.md",
    "docs/AMERICAN_KBI.md",
    "docs/ASIAN_TWAP.md",
    "docs/NIG.md",
    "examples/*.rs",
    "!examples/README.md",
    "src/**",
]

[features]
# Keep the default useful for general fixed-point clients without linking any
# pricing model or the niche complex-arithmetic surface into downstream SBF
# programs. Every model remains an explicit capability.
default = ["transcendental"]
# Stable runtime capabilities only. Offline table generation and the alternate
# Padé IV path intentionally remain explicit opt-ins.
full = ["transcendental", "complex", "bs", "iv", "barrier", "asian", "nig", "heston", "sabr", "pool", "bivariate", "american-kbi", "rainbow"]
transcendental = []
bivariate = ["transcendental"]
table-gen = ["bivariate"]
complex = ["transcendental"]
bs = ["transcendental"]
iv = ["bs"]
barrier = ["transcendental"]
# Continuous arithmetic-Asian / partially fixed TWAP settlement pricing.
asian = ["transcendental"]
# Kim Boundary Integration: a nonlinear smooth-pasting exercise boundary plus
# Kim's early-exercise-premium integral, evaluated entirely in the program.
american-kbi = ["transcendental"]
# Two-asset rainbow options (worst-of / best-of) via bivariate normal CDF.
rainbow = ["bivariate"]
# Exponential NIG pricing uses the crate's fixed-point exp/log kernels.
nig = ["transcendental"]
heston = ["bs"]
sabr = ["transcendental"]
pool = ["transcendental"]
pade-iv = ["iv"]

[dependencies]
# Zero dependencies — pure Rust, no_std

[package.metadata.docs.rs]
all-features = true
targets = ["x86_64-unknown-linux-gnu"]

[lints.rust]
# Kani injects its proof API only while `cargo kani` is compiling the crate.
# Declaring the cfg keeps modern rustc check-cfg output actionable without
# adding a runtime or development dependency.
unexpected_cfgs = { level = "warn", check-cfg = ['cfg(kani)'] }

# Defense in depth for this repository's own release/SBF builds. Cargo ignores
# dependency profile settings, so downstream Solana programs must set this too
# in their workspace root (see INTEGRATION.md).
[profile.release]
overflow-checks = true

[[example]]
name = "options_pricing"
path = "examples/options_pricing.rs"
required-features = ["transcendental"]

[[example]]
name = "weighted_pool_swap"
path = "examples/weighted_pool_swap.rs"
required-features = ["pool"]

[[example]]
name = "nig_batch"
path = "examples/nig_batch.rs"
required-features = ["nig"]

[[example]]
name = "safe_token_conversion"
path = "examples/safe_token_conversion.rs"
required-features = ["pool"]

[[example]]
name = "american_kbi_batch"
path = "examples/american_kbi_batch.rs"
required-features = ["american-kbi"]

[[example]]
name = "twap_options"
path = "examples/twap_options.rs"
required-features = ["asian"]

[[example]]
name = "asian_batch"
path = "examples/asian_batch.rs"
required-features = ["asian"]