rust-options
| Crates.io | rust-options |
| lib.rs | rust-options |
| version | 0.1.3 |
| created_at | 2025-07-30 00:50:40.314953+00 |
| updated_at | 2025-07-30 13:43:18.968498+00 |
| description | Rust library for options pricing and strategy modeling |
| homepage | |
| repository | https://github.com/yourusername/rust-options |
| max_upload_size | |
| id | 1772942 |
| size | 62,957 |
(npastori21)
documentation
README
rust-options
🦀 A Rust library for options pricing, Greeks calculation, and strategy simulation.
✨ Features
- 📈 Black-Scholes pricing (calls and puts)
- 📊 Delta calculation for options
- ⚙️ Payoff functions for common strategies (spreads, straddles, etc.)
📦 Installation
Add to your Cargo.toml:
[dependencies]
rust-options = { git = "https://github.com/npastori21/rust-options" }