[package]
name = "riskparity"
version = "0.1.0"
authors = ["Ze Vini <jvmirca@gmail.com>"]
edition = "2021"
license = "MIT"
description = "Optimization of risk parity portfolios"
repository = "https://github.com/convexfi/riskparity.rs"
homepage = "https://mirca.github.io"
categories = ["finance"]
keywords = ["risk", "management", "portfolio", "optimization", "convex"]
exclude = [
    ".github/*",
    ".gitignore",
]

# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html

[dependencies]
ndarray = "0.15.6"

[[example]]
name = "vanilla"
path = "examples/vanilla.rs"