cf_functions
| Crates.io | cf_functions |
| lib.rs | cf_functions |
| version | 0.16.0 |
| created_at | 2018-07-16 00:43:15.985922+00 |
| updated_at | 2021-09-04 14:15:58.555901+00 |
| description | A library which has characteristic functions for a variety of distributions. |
| homepage | https://github.com/danielhstahl/cf_functions_rust |
| repository | https://github.com/danielhstahl/cf_functions_rust |
| max_upload_size | |
| id | 74405 |
| size | 65,840 |
Daniel Stahl (phillyfan1138)
documentation
README
| Linux | Codecov |
|---|---|
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CF functions
Implements common CF functions in Rust
References
Duffie: http://web.stanford.edu/~duffie/dps.pdf
Carr-Geman-Madan-Yor: http://finance.martinsewell.com/stylized-facts/distribution/CarrGemanMadanYor2002.pdf
My ops-risk paper: https://github.com/danielhstahl/OpsRiskPaper/releases/download/0.1.0/main.pdf
Benchmarks
https://danielhstahl.github.io/cf_functions_rust/report/index.html