stochastic-rs-quant 2.5.0

Quantitative finance: pricing, calibration, vol surfaces, instruments.
Documentation 
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//! # Malliavin-weighted Greeks
//!
//! $$
//! \Delta=\mathbb E\!\left[e^{-rT}\Phi(S_T)\,\frac{W_T}{S_0\sigma T}\right]
//! $$
//!

mod gbm;
mod heston;
mod heston_el_khatib;

pub use gbm::GbmMalliavinGreeks;
pub use heston::HestonMalliavinGreeks;

#[cfg(test)]
mod tests;