[package]
name = "option-pricing"
version = "0.1.4"
edition = "2021"
authors = ["oscar6echo"]
license = "MIT"
description = "Option pricing: Black-Scholes, implied volatility with Newton-Raphson, Halley methods"
# documentation = ""
# homepage = ""
repository = "https://github.com/oscar6echo/option-pricing"
readme = "README.md"
keywords = ["option-pricing", "black-scholes", "implied-vol"]
categories = ["mathematics", "finance"]


[dependencies]
thiserror = "2.0"
serde = { version = "1.0", features = ["derive"] }


[build]
rustdocflags = ["--html-in-header", "./src/katex.html"]


[package.metadata.docs.rs]
rustdoc-args = ["--html-in-header", "./src/katex.html"]


[profile.release]
strip = true
lto = true
codegen-units = 1