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A (very) fast Rust library for quantitative finance.
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66
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fix(options): correct pricing bugs in Newton-Raphson IV, binomial tree, and Monte Carlo Asian (#108)
bdfb4ecView on GitHubchore(deps): bump bytes from 1.11.0 to 1.11.1 (#103)
a0169e7View on GitHubchore(deps): bump reqwest from 0.12.24 to 0.13.1 (#99)
30c41e5View on GitHubchore(deps): bump criterion from 0.7.0 to 0.8.1 (#95)
c026f9bView on GitHubchore(deps): bump tokio from 1.47.1 to 1.48.0 (#90)
6245aa0View on GitHubfeat(bindings): add python bindings for fixed_income (#79)
af72ef0View on GitHubfeat(data): fetch stocks data from Alpha Vantage (#65)
710614fView on GitHubfeat(fixed_income): implement zero-coupon bond pricing (#75)
2b7d75fView on GitHub