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
{
  "compilerOptions": {
    "target": "ES2022",
    "lib": [
      "dom",
      "dom.iterable",
      "ES2022"
    ],
    "allowJs": true,
    "skipLibCheck": true,
    "strict": true,
    "noEmit": true,
    "esModuleInterop": true,
    "module": "esnext",
    "moduleResolution": "bundler",
    "resolveJsonModule": true,
    "isolatedModules": true,
    "jsx": "react-jsx",
    "incremental": true,
    "baseUrl": ".",
    "paths": {
      "@/*": [
        "./*"
      ]
    },
    "plugins": [
      {
        "name": "next"
      }
    ]
  },
  "include": [
    "next-env.d.ts",
    "**/*.ts",
    "**/*.tsx",
    ".next/types/**/*.ts",
    ".source/**/*.ts",
    ".next/dev/types/**/*.ts"
  ],
  "exclude": [
    "node_modules",
    "out",
    ".next",
    "scripts"
  ]
}