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
---
title: Contributing
description: How to contribute to stochastic-rs — coding conventions, the SKILL system that automates per-feature recipes, and the per-PR docs/tests/bench rule.
category: concept
since: 2.0.0
status: stable
---

# Contributing

Contributions welcome. Every PR that adds a public type ships with
**three** things, in this order:

1. The implementation, with a paper citation in the source file.
2. A comparison test against the cited paper's numerical example.
3. A criterion bench under `benches/`.

For documentation:

4. A docs page under `website/content/docs/<section>.mdx` (or
   `website/content/docs/<section>/<name>.mdx` if the section already
   has multiple pages), following one of the eight templates in the
   [`docs-writing`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/docs-writing/SKILL.md)
   SKILL.
5. A Python wrapper if the type is user-facing (per the
   [`python-bindings`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/python-bindings/SKILL.md)
   SKILL).

## SKILLs — the per-feature recipes

The `.claude/skills/` directory contains step-by-step recipes for each
extension axis. **Read the relevant SKILL before opening a PR.** Each
SKILL captures load-bearing project conventions plus the file-by-file
order of operations.

| SKILL                                                                                                     | Use when                                            |
|-----------------------------------------------------------------------------------------------------------|-----------------------------------------------------|
| [`dev-rules`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/dev-rules/SKILL.md)       | Project-wide development conventions                |
| [`new-module`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/new-module/SKILL.md)     | Creating any new top-level module                    |
| [`add-diffusion-process`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/add-diffusion-process/SKILL.md) | New SDE process (GBM / OU / CIR style)              |
| [`add-jump-process`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/add-jump-process/SKILL.md)           | Jump-diffusion / Lévy / compound-Poisson            |
| [`add-fractional-process`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/add-fractional-process/SKILL.md) | Hurst-parameterised / rough process                 |
| [`add-gpu-sampler`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/add-gpu-sampler/SKILL.md)             | Port a CPU sampler to CUDA / Metal                  |
| [`adding-distribution`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/adding-distribution/SKILL.md)     | New univariate distribution                         |
| [`copula-bivariate`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/copula-bivariate/SKILL.md)           | New bivariate copula                                |
| [`stats-estimator`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/stats-estimator/SKILL.md)             | New statistical estimator                           |
| [`calibration-pattern`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/calibration-pattern/SKILL.md)     | New calibrator                                       |
| [`greeks-pattern`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/greeks-pattern/SKILL.md)               | Expose first- + second-order Greeks                  |
| [`add-mc-variance-reduction`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/add-mc-variance-reduction/SKILL.md) | New MC variance-reduction technique                |
| [`vol-surrogate-nn`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/vol-surrogate-nn/SKILL.md)           | New NN volatility surrogate                          |
| [`bench-writing`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/bench-writing/SKILL.md)                 | Writing or refactoring criterion benches             |
| [`integration-test-writing`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/integration-test-writing/SKILL.md) | Writing integration tests                          |
| [`feature-flag-management`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/feature-flag-management/SKILL.md) | Adding / propagating Cargo features                 |
| [`python-bindings`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/python-bindings/SKILL.md)             | Python (PyO3) wrapping                               |
| [`adding-python-binding`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/adding-python-binding/SKILL.md) | Quickstart Python wrap                               |
| [`docs-writing`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/docs-writing/SKILL.md)                   | Per-page docs templates + KaTeX gotchas              |
| [`release-checklist`](https://github.com/dancixx/stochastic-rs/blob/main/.claude/skills/release-checklist/SKILL.md)         | Cutting an rc / stable / patch release               |

## License

Dual-licensed under MIT or Apache-2.0 at your option. By contributing
you agree your code can be distributed under both.