carr_madan
| Crates.io | carr_madan |
| lib.rs | carr_madan |
| version | 0.4.0 |
| created_at | 2018-07-05 00:13:30.908647+00 |
| updated_at | 2019-08-26 16:01:53.114205+00 |
| description | A library implementing Carr and Madan's algorithm for option pricing. |
| homepage | https://github.com/phillyfan1138/carr_madan_rust |
| repository | https://github.com/phillyfan1138/carr_madan_rust |
| max_upload_size | |
| id | 72923 |
| size | 11,724 |
Daniel Stahl (phillyfan1138)
documentation
README
| Linux | Codecov |
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Carr-Madan
This is a rust implementation of Carr Madan's FFT option pricing methodology.