finlib
| Crates.io | finlib |
| lib.rs | finlib |
| version | 0.0.10 |
| created_at | 2025-02-17 00:35:26.852712+00 |
| updated_at | 2025-06-24 19:07:42.784779+00 |
| description | Quant finance functions implemented in Rust |
| homepage | https://github.com/sarsoo/finlib |
| repository | https://github.com/sarsoo/finlib |
| max_upload_size | |
| id | 1558306 |
| size | 173,011 |
andy (Sarsoo)
documentation
https://sarsoo.github.io/finlib
README
finlib
Some quantitative finance functionality written in Rust and consumable from many higher-level languages.
Derivatives Pricing
- Options
- Black-Scholes
- Prices
- Greeks
- Black-Scholes
Risk
- Value-at-Risk
- Historical
- Variance-Covariance (Parametric)
- Single Asset
- Portfolio
FFI
- C++
- FFI header files for C++ are generated automatically during build by cbindgen.
- .NET
- FFI wrapper code for C# tareting .NET Standard 2.0 is generated automatically using csbindgen.
- Python
- An adapter library for Python is generated usign PyO3
- WASM (Js)
- A Javascript library is generated using wasm-bindgen
.NET
cargo build
cd FinLib.NET
dotnet build
Python
cd pyfinlib
python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
maturin develop
WASM
cd finlib-wasm
wasm-pack build