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hayden4r4
/
blackscholes-rust
A Black-Scholes pricing model built in Rust
MIT License
11
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6
forks
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Fixing benchmark misinterpretations by validating all execution paths
#46
day01
closed
1 week ago
0
Use correct constants
#45
claireratigan
closed
2 months ago
3
pub black mod - perf error
#44
day01
opened
3 months ago
1
pure thiserror impl
#43
day01
closed
1 week ago
0
terrible implementation of thiserror
#42
day01
closed
1 week ago
0
resolve magic numbers to const function approach when we can
#41
day01
opened
3 months ago
0
Create GH Page for comparing our solution with other option valuation solutions
#40
day01
opened
4 months ago
0
Jump Diffusion Model
#39
day01
opened
4 months ago
0
Black-Derman-Toy model
#38
day01
opened
4 months ago
0
Black-Karasinski model
#37
day01
opened
4 months ago
0
Black-Litterman model
#36
day01
opened
4 months ago
0
Feat/cody impl
#35
day01
closed
3 months ago
0
Structuring Error Handling
#34
day01
opened
4 months ago
1
new black approach
#33
day01
closed
3 months ago
2
f64, yet again
#32
claireratigan
closed
4 months ago
2
Add some examples
#31
day01
opened
4 months ago
0
Add error ERF in Cody implementation
#30
day01
closed
3 months ago
0
f64 support
#29
day01
closed
4 months ago
1
Revert "Merge pull request #5 from claireratigan/master"
#28
day01
closed
4 months ago
0
Black perf
#27
day01
closed
4 months ago
7
SIMD support
#26
day01
opened
4 months ago
0
Refactor and Optimise Rational Cubic Interpolation Logic
#25
day01
closed
4 months ago
1
python support
#24
day01
opened
4 months ago
0
Add black76 (and/or other models) support
#23
hayden4r4
opened
4 months ago
2
Bump cc from 1.0.79 to 1.1.5
#22
dependabot[bot]
closed
4 months ago
0
Mving cpp to rust
#21
day01
closed
4 months ago
1
Bump num-traits from 0.2.15 to 0.2.19
#20
dependabot[bot]
closed
4 months ago
0
Bump cc from 1.0.79 to 1.0.94
#19
dependabot[bot]
closed
4 months ago
1
Revert "Mving cpp into rust"
#18
hayden4r4
closed
4 months ago
1
Dependabot configuration
#17
day01
closed
4 months ago
0
Introduce codecov
#16
day01
opened
4 months ago
3
Return error at strike=0
#15
hayden4r4
closed
4 months ago
1
Correct negative IV with Let's be rational IV calculation
#14
hayden4r4
closed
4 months ago
0
Mving cpp into rust
#13
day01
closed
4 months ago
8
Wasm implementation
#12
day01
opened
4 months ago
2
Add GitHub Actions Workflow for Publishing to crates.io
#11
day01
closed
4 months ago
1
Tests plus OptionType mvd Into
#10
day01
closed
4 months ago
0
Moving functions from common module to lib.rs
#9
day01
closed
4 months ago
0
Increase test coverage
#8
hayden4r4
opened
5 months ago
5
Drop: Replace erf_cody with Standard Library's erf
#7
day01
closed
5 months ago
1
Performance Analysis of erf custom algo
#6
day01
closed
5 months ago
2
add f64 support
#5
claireratigan
closed
4 months ago
16
add support for pricing via "let's be rational"
#4
yonch
closed
1 year ago
0
correct `calc_rational_iv` inputs with rate and dividend
#3
yonch
closed
1 year ago
1
Add cargo publish to Github Actions for push/merge
#2
hayden4r4
closed
4 months ago
2
feat: add arm64 support
#1
day01
closed
1 year ago
6