stochastic-rs-quant 2.5.0

Quantitative finance: pricing, calibration, vol surfaces, instruments.
Documentation 
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//! Malliavin–Thalmaier Greeks computation engine.
//!
//! See Kohatsu-Higa & Yasuda (2008), §6 (Theorem 6.1).

mod cross_gamma_vega;
mod delta;
mod greeks;
mod localization;
mod payoff;

#[cfg(test)]
mod tests;

pub use greeks::MtGreeks;
pub use payoff::MtPayoff;