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Cargo.toml
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Cargo.toml
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[package]
name = "RustyQLib"
version = "0.0.1"
edition = "2021"
authors = ["Siddharth Singh"]
description = "RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis"
license = "MIT"
repository = "https://github.com/siddharthqs/RustyQLib"
readme = "README.md"
homepage = "https://github.com/siddharthqs/RustyQLib"
keywords = [
"quantitative-finance",
"derivatives",
"monte-carlo",
"black-scholes",
"cli"
]
categories = ["command-line", "quant", "monte-carlo", "finance"]
# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
[dependencies]
rand = "0.8.4"
rand_distr = "0.4.3"
probability = "0.18.0"
libm = "0.2.1"
chrono = {version = "0.4.22",features = ["serde"]}
csv = "1.1"
rand_chacha = "0.3.1"
rand_pcg = " 0.3.1"
clap = "2.33"
byteorder = "1.4.3"
serde = { version = "1.0.104", features = ["derive"] }
serde_json = "1"
bincode = "1.3.1"
strum = "0.25"
strum_macros = "0.25"
ndarray = "0.15"
assert_approx_eq = "1.1.0"
rayon = "1.5.1"