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@sarsoo/finlib

v0.0.10

Published

Quant finance functions implemented in Rust

Downloads

25

Vulnerabilities

Powered byPowered by Snyk
  • 0High
  • 0Medium
  • 0Low

Links

Git

Maintainers

sarsoosarsoo

Keywords

Readme

finlib

Build Binaries

Some quantitative finance functionality written in Rust and consumable from many higher-level languages.

Derivatives Pricing

  • Options
    • Black-Scholes
      • Prices
      • Greeks

Risk

  • Value-at-Risk
    • Historical
    • Variance-Covariance (Parametric)
      • Single Asset
      • Portfolio

FFI

  • C++
    • FFI header files for C++ are generated automatically during build by cbindgen.
  • .NET
    • FFI wrapper code for C# tareting .NET Standard 2.0 is generated automatically using csbindgen.
  • Python
    • An adapter library for Python is generated usign PyO3
  • WASM (Js)

.NET

cargo build
cd FinLib.NET
dotnet build

Python

cd pyfinlib
python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
maturin develop

WASM

cd finlib-wasm
wasm-pack build