GitHub / carlobortolan / quantrs
A (very) fast Rust library for quantitative finance.
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Stars: 3
Forks: 2
Open issues: 11
License: apache-2.0
Language: Rust
Size: 4.74 MB
Dependencies parsed at: Pending
Created at: 9 months ago
Updated at: 11 days ago
Pushed at: 19 days ago
Last synced at: 11 days ago
Topics: binomial-model, black-76, black-scholes, derivatives, finite-difference, lattice, option-pricing, options-strategies, quant, quantitative-finance, rust-crate
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