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fang_oost_option v0.28.1

A library implementing Fang and Oosterlee's algorithm for option pricing.

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MIT

Dependency Licenses

Apache-2.0 OR MIT50
PackageRelationDependenciesPublished
autocfg • 1.4.0Automatic cfg for Rust compiler featuresINDIRECT0
bitflags • 1.3.2A macro to generate structures which behave like bitflags. INDIRECT0
cast • 0.2.7Ergonomic, checked cast functions for primitive typesINDIRECT2
criterion-plot • 0.3.1Criterion's plotting libraryINDIRECT6
criterion • 0.2.11Statistics-driven micro-benchmarking libraryDIRECT58
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
hermit-abi • 0.1.19Hermit system calls definitions.INDIRECT1
itertools • 0.8.2Extra iterator adaptors, iterator methods, free functions, and macros.INDIRECT1
itoa • 1.0.11Fast integer primitive to string conversionINDIRECT0
lazy_static • 1.5.0A macro for declaring lazily evaluated statics in Rust.INDIRECT0
libc • 0.2.161Raw FFI bindings to platform libraries like libc. INDIRECT0
num-bigint • 0.2.6Big integer implementation for RustINDIRECT3
num-complex • 0.2.4Complex numbers implementation for RustDIRECT2
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
proc-macro2 • 1.0.89A substitute implementation of the compiler's `proc_macro` API to decouple token-based libraries from the procedural macro use case.INDIRECT1
quote • 1.0.37Quasi-quoting macro quote!(...)INDIRECT2
rand_core • 0.3.1Core random number generator traits and tools for implementation. INDIRECT1
rand_core • 0.4.2Core random number generator traits and tools for implementation. INDIRECT0
rand_os • 0.1.3OS backed Random Number GeneratorINDIRECT10
rand_xoshiro • 0.1.0Xoshiro, xoroshiro and splitmix64 random number generatorsINDIRECT3
rayon-core • 1.12.1Core APIs for RayonINDIRECT3
rayon • 1.10.0Simple work-stealing parallelism for RustDIRECT5
rustc_version • 0.4.1A library for querying the version of a installed rustc compilerINDIRECT1
semver • 1.0.23Parser and evaluator for Cargo's flavor of Semantic VersioningINDIRECT0
serde_derive • 1.0.210Macros 1.1 implementation of #[derive(Serialize, Deserialize)]DIRECT4
serde_json • 1.0.132A JSON serialization file formatINDIRECT9
serde • 1.0.210A generic serialization/deserialization frameworkDIRECT5
special • 0.7.8The package provides special functions.INDIRECT1
syn • 2.0.56Parser for Rust source codeINDIRECT3
tinytemplate • 1.2.1Simple, lightweight template engineINDIRECT10
unicode-width • 0.1.14Determine displayed width of `char` and `str` types according to Unicode Standard Annex #11 rules. INDIRECT0
winapi-i686-pc-windows-gnu • 0.4.0Import libraries for the i686-pc-windows-gnu target. Please don't use this crate directly, depend on winapi instead.INDIRECT0
winapi-x86_64-pc-windows-gnu • 0.4.0Import libraries for the x86_64-pc-windows-gnu target. Please don't use this crate directly, depend on winapi instead.INDIRECT0
winapi • 0.3.9Raw FFI bindings for all of Windows API.INDIRECT2
windows_aarch64_gnullvm • 0.52.6Import lib for WindowsINDIRECT0
windows_aarch64_msvc • 0.52.6Import lib for WindowsINDIRECT0
windows_i686_gnu • 0.52.6Import lib for WindowsINDIRECT0
windows_i686_gnullvm • 0.52.6Import lib for WindowsINDIRECT0
windows_i686_msvc • 0.52.6Import lib for WindowsINDIRECT0
windows_x86_64_gnu • 0.52.6Import lib for WindowsINDIRECT0
windows_x86_64_gnullvm • 0.52.6Import lib for WindowsINDIRECT0
windows_x86_64_msvc • 0.52.6Import lib for WindowsINDIRECT0
windows-sys • 0.59.0Rust for WindowsINDIRECT9
windows-targets • 0.52.6Import libs for WindowsINDIRECT8
MIT7
PackageRelationDependenciesPublished
atty • 0.2.14A simple interface for querying attyINDIRECT5
black_scholes • 0.2.8A Black Scholes option pricing library.DIRECT11
cf_functions • 0.14.0A library which has characteristic functions for a variety of distributions.DIRECT5
clap • 2.34.0A simple to use, efficient, and full-featured Command Line Argument ParserINDIRECT3
fang_oost • 0.14.2A library implementing Fang and Oosterlee's algorithm for inverting characteristic functions.DIRECT14
nrfind • 1.0.3A set of useful mathematical functions for floating point numbers based on the Newton-Raphson method for finding roots.INDIRECT8
textwrap • 0.11.0Powerful library for word wrapping, indenting, and dedenting stringsINDIRECT1
MIT OR Unlicense7
PackageRelationDependenciesPublished
byteorder • 1.5.0Library for reading/writing numbers in big-endian and little-endian.INDIRECT0
csv-core • 0.1.11Bare bones CSV parsing with no_std support.INDIRECT1
csv • 1.3.0Fast CSV parsing with support for serde.INDIRECT10
memchr • 2.7.4Provides extremely fast (uses SIMD on x86_64, aarch64 and wasm32) routines for 1, 2 or 3 byte search and single substring search. INDIRECT0
same-file • 1.0.6A simple crate for determining whether two file paths point to the same file. INDIRECT11
walkdir • 2.5.0Recursively walk a directory.INDIRECT12
winapi-util • 0.1.9A dumping ground for high level safe wrappers over windows-sys.INDIRECT10
Apache-2.01
PackageRelationDependenciesPublished
approx • 0.2.1Approximate floating point equality comparisons and assertions.DIRECT2
unknown1
PackageRelationDependenciesPublished
num-integer • 0.1.46Integer traits and functionsINDIRECT2
BSD-2-Clause1
PackageRelationDependenciesPublished
cloudabi • 0.0.3Low level interface to CloudABI. Contains all syscalls and related types.INDIRECT1
non-standard1
PackageRelationDependenciesPublished
fuchsia-cprng • 0.1.1Rust crate for the Fuchsia cryptographically secure pseudorandom number generatorINDIRECT0
ISC1
PackageRelationDependenciesPublished
rdrand • 0.4.0An implementation of random number generator based on rdrand and rdseed instructionsINDIRECT2
Apache-2.0 OR BSL-1.01
PackageRelationDependenciesPublished
ryu • 1.0.18Fast floating point to string conversionINDIRECT0
Unicode-DFS-2016 AND (Apache-2.0 OR MIT)1
PackageRelationDependenciesPublished
unicode-ident • 1.0.13Determine whether characters have the XID_Start or XID_Continue properties according to Unicode Standard Annex #31INDIRECT0
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