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[package]
edition = "2018"
name = "carr_madan"
version = "0.4.0"
authors = ["Daniel Stahl <danstahl1138@gmail.com>"]
description = "A library implementing Carr and Madan's algorithm for option pricing."
homepage = "https://github.com/phillyfan1138/carr_madan_rust"
readme = "README.md"
license = "MIT"
repository = "https://github.com/phillyfan1138/carr_madan_rust"

[[bench]]
name = "bench"
harness = false
[dependencies.num]
version = "0.2"

[dependencies.rayon]
version = "1.0.1"

[dependencies.rustfft]
version = "2.0.0"
[dev-dependencies.approx]
version = "0.2.0"

[dev-dependencies.black_scholes]
version = "0.5.0"

[dev-dependencies.criterion]
version = "0.2"

[dev-dependencies.fang_oost_option]
version = "0.28.0"

[dev-dependencies.num-complex]
version = "0.2"
[badges.travis-ci]
repository = "phillyfan1138/carr_madan_rust"