stochastic-rs 2.6.0

Quantitative finance in Rust: 120+ stochastic processes, option pricing, model calibration, volatility surfaces, fixed income, risk and copulas — SIMD/GPU accelerated, with Python bindings.
Documentation

stochastic-rs

There is currently very little information to present on this page because Docs.rs has only limited support for extracting structured feature metadata from Cargo crates. This issue is tracked in Rust RFC #3416. Check this library's main docs, readme, and Cargo.toml in case its authors have documentation for features available there instead.

This version has 19 feature flags, 0 of them enabled by default.

default

This feature flag does not enable additional features.

accelerate

ai

candle-core

candle-datasets

candle-nn

cuda-native

dual-stream-rng

gpu

gpu-cuda

gpu-wgpu

hotpath

hotpath-alloc

jemalloc

metal

mimalloc

openblas

openblas-static

python

yahoo