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carr_madan v0.2.1

A library implementing Carr and Madan's algorithm for option pricing.

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MIT

Dependency Licenses

Apache-2.0 OR MIT18
PackageRelationDependenciesPublished
autocfg • 1.4.0Automatic cfg for Rust compiler featuresINDIRECT0
crossbeam-deque • 0.8.5Concurrent work-stealing dequeINDIRECT2
crossbeam-epoch • 0.9.18Epoch-based garbage collectionINDIRECT1
crossbeam-utils • 0.8.20Utilities for concurrent programmingINDIRECT0
either • 1.13.0The enum `Either` with variants `Left` and `Right` is a general purpose sum type with two cases. INDIRECT0
libc • 0.2.161Raw FFI bindings to platform libraries like libc. INDIRECT0
num-bigint • 0.2.6Big integer implementation for RustINDIRECT3
num-complex • 0.1.43Complex numbers implementation for RustINDIRECT3
num-complex • 0.2.4Complex numbers implementation for RustINDIRECT2
num-iter • 0.1.45External iterators for generic mathematicsINDIRECT3
num-rational • 0.2.4Rational numbers implementation for RustINDIRECT4
num-traits • 0.2.19Numeric traits for generic mathematicsINDIRECT1
num • 0.2.1A collection of numeric types and traits for Rust, including bigint, complex, rational, range iterators, generic integers, and more! DIRECT7
rayon-core • 1.12.1Core APIs for RayonINDIRECT3
rayon • 1.10.0Simple work-stealing parallelism for RustDIRECT5
rustc-serialize • 0.3.25Generic serialization/deserialization support corresponding to the `derive(RustcEncodable, RustcDecodable)` mode in the compiler. Also includes support for hex, base64, and json encoding and decoding. This crate is deprecated in favor of serde. INDIRECT0
rustfft • 2.1.0High-performance FFT library written in pure Rust.DIRECT5
special • 0.7.8The package provides special functions.INDIRECT1
Apache-2.01
PackageRelationDependenciesPublished
approx • 0.2.1Approximate floating point equality comparisons and assertions.DIRECT2
MIT1
PackageRelationDependenciesPublished
black_scholes • 0.1.2A Black Scholes option pricing library.DIRECT2
unknown1
PackageRelationDependenciesPublished
num-integer • 0.1.46Integer traits and functionsINDIRECT2
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