derivative_pricer/lib.rs
1//! #Introduction
2//!
3//! This library provides tools for pricing derivative secureties in a Black-Scholes setting.
4//!
5//! # Features
6//!
7//! - [x] Black Scholes pricing formulas for european call and put options, digital call and put options, forward price of a stock,
8//! and zero coupon bonds.
9//! - [x] Monte-Carlo pricer for vanilla options.
10//! - [x] Monte-Carlo pricer for exotic options.
11//! - [x] Formulas for the greeks.
12//!
13//!
14
15pub mod random_number_generator;
16pub mod utils;
17pub mod option;
18pub mod statistics_gatherer;
19pub mod monte_carlo_pricer;
20pub mod formulas;
21pub mod stock;
22pub mod raw_formulas;
23